片状双曲绝对风险规避效用的最优投资组合统一公式

IF 16.4 1区化学 Q1 CHEMISTRY, MULTIDISCIPLINARY

Accounts of Chemical Research Pub Date : 2024-01-19 DOI:10.1080/14697688.2023.2300664

Zongxia Liang, Yang Liu, Ming Ma, Rahul Pothi Vinoth

引用次数: 0

摘要

我们提出了片断双曲绝对风险规避（PHARA）效用的一般家族，其中包括许多经典和非标准效用的例子。其中一个典型的应用是...

本文章由计算机程序翻译，如有差异，请以英文原文为准。

查看原文本刊更多论文

A unified formula of the optimal portfolio for piecewise hyperbolic absolute risk aversion utilities

We propose a general family of piecewise hyperbolic absolute risk aversion (PHARA) utilities, including many classic and non-standard utilities as examples. A typical application is the composition...

求助全文

通过发布文献求助，成功后即可免费获取论文全文。去求助

来源期刊

Accounts of Chemical Research 化学-化学综合

CiteScore

31.40

自引率

1.10%

发文量

312

审稿时长

2 months

期刊介绍： Accounts of Chemical Research presents short, concise and critical articles offering easy-to-read overviews of basic research and applications in all areas of chemistry and biochemistry. These short reviews focus on research from the author’s own laboratory and are designed to teach the reader about a research project. In addition, Accounts of Chemical Research publishes commentaries that give an informed opinion on a current research problem. Special Issues online are devoted to a single topic of unusual activity and significance. Accounts of Chemical Research replaces the traditional article abstract with an article "Conspectus." These entries synopsize the research affording the reader a closer look at the content and significance of an article. Through this provision of a more detailed description of the article contents, the Conspectus enhances the article's discoverability by search engines and the exposure for the research.