Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models

Gabriel Montes Rojas, Luciano De Castro, Antonio Galvao, Jose Olmo and Jeong Yeol Kim
Authors registered in the RePEc Author Service: Gabriel Montes-Rojas ()

No 4494, Asociación Argentina de Economía Política: Working Papers from Asociación Argentina de Economía Política

Keywords: Optimal Asset Allocation; Quantile Preferences; Portfolio Theory; Risk Attitude; Predictive Ability Tests (search for similar items in EconPapers)
JEL-codes: D81 G11 (search for similar items in EconPapers)
Pages: 77 pages
Date: 2021-11
New Economics Papers: this item is included in nep-exp and nep-upt
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Related works:
Journal Article: Experiments on portfolio selection: A comparison between quantile preferences and expected utility decision models (2022)
Working Paper: EXPERIMENTS ON PORTFOLIO SELECTION: A COMPARISON BETWEEN QUANTILE PREFERENCES AND EXPECTED UTILITY DECISION MODELS (2021)
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