Matches in SemOpenAlex for { <https://semopenalex.org/work/W4384132018> ?p ?o ?g. }
Showing items 1 to 67 of
67
with 100 items per page.
- W4384132018 abstract "Abstract Quantile preferences applied to portfolio selection lead to tailoring asset allocation through the probability level τ. For high τ interpreted as risk-tolerance parameter no diversification is found and any risk-prone investor hold only one risky asset. We introduce expectile order in an asset allocation framework, analyzing its properties in connection with usual stochastic ordering rules among individual asset return distributions. Using alternatively expectile order yields diversification also for high values of τ which is in line with some recent trend in portfolio management, and is compatible with interval-based stochastic dominance rules and eventually a special form of positive comonotonicity for expectiles." @default.
- W4384132018 created "2023-07-14" @default.
- W4384132018 creator A5000254848 @default.
- W4384132018 creator A5007762563 @default.
- W4384132018 creator A5079887760 @default.
- W4384132018 date "2023-07-13" @default.
- W4384132018 modified "2023-09-25" @default.
- W4384132018 title "Expectile Order and Asset Allocation" @default.
- W4384132018 doi "https://doi.org/10.21203/rs.3.rs-3097387/v1" @default.
- W4384132018 hasPublicationYear "2023" @default.
- W4384132018 type Work @default.
- W4384132018 citedByCount "0" @default.
- W4384132018 crossrefType "posted-content" @default.
- W4384132018 hasAuthorship W4384132018A5000254848 @default.
- W4384132018 hasAuthorship W4384132018A5007762563 @default.
- W4384132018 hasAuthorship W4384132018A5079887760 @default.
- W4384132018 hasBestOaLocation W43841320181 @default.
- W4384132018 hasConcept C10138342 @default.
- W4384132018 hasConcept C106159729 @default.
- W4384132018 hasConcept C106803007 @default.
- W4384132018 hasConcept C118671147 @default.
- W4384132018 hasConcept C139819358 @default.
- W4384132018 hasConcept C144133560 @default.
- W4384132018 hasConcept C149782125 @default.
- W4384132018 hasConcept C162118730 @default.
- W4384132018 hasConcept C162324750 @default.
- W4384132018 hasConcept C162853370 @default.
- W4384132018 hasConcept C180916674 @default.
- W4384132018 hasConcept C182306322 @default.
- W4384132018 hasConcept C2780821815 @default.
- W4384132018 hasConcept C33252445 @default.
- W4384132018 hasConcept C38652104 @default.
- W4384132018 hasConcept C41008148 @default.
- W4384132018 hasConcept C76178495 @default.
- W4384132018 hasConceptScore W4384132018C10138342 @default.
- W4384132018 hasConceptScore W4384132018C106159729 @default.
- W4384132018 hasConceptScore W4384132018C106803007 @default.
- W4384132018 hasConceptScore W4384132018C118671147 @default.
- W4384132018 hasConceptScore W4384132018C139819358 @default.
- W4384132018 hasConceptScore W4384132018C144133560 @default.
- W4384132018 hasConceptScore W4384132018C149782125 @default.
- W4384132018 hasConceptScore W4384132018C162118730 @default.
- W4384132018 hasConceptScore W4384132018C162324750 @default.
- W4384132018 hasConceptScore W4384132018C162853370 @default.
- W4384132018 hasConceptScore W4384132018C180916674 @default.
- W4384132018 hasConceptScore W4384132018C182306322 @default.
- W4384132018 hasConceptScore W4384132018C2780821815 @default.
- W4384132018 hasConceptScore W4384132018C33252445 @default.
- W4384132018 hasConceptScore W4384132018C38652104 @default.
- W4384132018 hasConceptScore W4384132018C41008148 @default.
- W4384132018 hasConceptScore W4384132018C76178495 @default.
- W4384132018 hasLocation W43841320181 @default.
- W4384132018 hasOpenAccess W4384132018 @default.
- W4384132018 hasPrimaryLocation W43841320181 @default.
- W4384132018 hasRelatedWork W1563004004 @default.
- W4384132018 hasRelatedWork W2120259197 @default.
- W4384132018 hasRelatedWork W2156609109 @default.
- W4384132018 hasRelatedWork W2265544852 @default.
- W4384132018 hasRelatedWork W2476924650 @default.
- W4384132018 hasRelatedWork W2491369767 @default.
- W4384132018 hasRelatedWork W3011350151 @default.
- W4384132018 hasRelatedWork W339026488 @default.
- W4384132018 hasRelatedWork W4220813646 @default.
- W4384132018 hasRelatedWork W3014587490 @default.
- W4384132018 isParatext "false" @default.
- W4384132018 isRetracted "false" @default.
- W4384132018 workType "article" @default.