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Choosing and Using Utility Functions in Forming Portfolios · Study

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ArticleChoosing and Using Utility Functions in Forming Portfolios

Geoffrey J. Warren2018

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Articlegreen2018

Choosing and Using Utility Functions in Forming Portfolios

Geoffrey J. Warren

25 citations·0/0 files stored·Financial Analysts Journal

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Risk and Portfolio Optimization Financial Markets and Investment Strategies Decision-Making and Behavioral Economics

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References

1979Prospect Theory: An Analysis of Decision under Risk 1992Advances in prospect theory: Cumulative representation of uncertainty 1973An Intertemporal Capital Asset Pricing Model 1971Optimum consumption and portfolio rules in a continuous-time model 1999By Force of Habit: A Consumption‐Based Explanation of Aggregate Stock Market Behavior 1989Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework 1995Myopic Loss Aversion and the Equity Premium Puzzle 2000Developments in Non-Expected Utility Theory: The Hunt for a Descriptive Theory of Choice under Risk

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Year2018

Typearticle

Published2018-01-01

VenueFinancial Analysts Journal

ISSN-L0015-198X

Languageen

Citations25

Files0 public / 0

ShelfRisk and Portfolio Optimization

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doi10.1080/0015198x.2019.1618109

openalex_workW2955438241

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