keyword Reference Dependent Utility Function / (1 Article)
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Forming Efficient Frontier in Stock Portfolios by Utility Function, Risk Aversion, and Target Return
Writer : Farahani Darestani، Ahmad ؛ Miri Lavasani، Mohammadreza ؛ Talebnia، Ghodratallah ؛ Corresponding Author : Kordlouie، Hamidreza ؛
Journal:Iranian Journal of Finance»Spring 2022, Volume 6 - Number 2 Ranking: ب (25 page(s) - From 95 to 119 )
Keywords:portfolio optimizationRisk AversionGeneralized Co-Lower Partial MomentTarget Rate of ReturnReference Dependent Utility Function
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Journal Iranian Journal of Finance 1 |
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