Portfolio choice in the model of expected utility with a safety-first component Academic Article

authors

• Jansen, Dennis

published proceedings

• DECISIONS IN ECONOMICS AND FINANCE

author list (cited authors)

• Jansen, D. W., & Liu, L.

complete list of authors

• Jansen, Dennis W||Liu, Liqun

publication date

• June 2022

publisher

• Springer Nature  Publisher

published in

• Decisions in Economics and Finance: a journal of applied mathematics  Journal

keywords

• Expected Utility
• Portfolio Choice
• Risk Aversion
• Safety First

Digital Object Identifier (DOI)

• 10.1007/s10203-021-00347-6

start page

• 187

end page

• 207

volume

• 45

issue

• 1