Template-Type: ReDIF-Paper 1.0
Author-Name: Gabriel Montes Rojas
Author-Name-First: Gabriel
Author-Name-Last: Montes Rojas
Author-Name: Luciano De Castro
Author-Name-First: Luciano
Author-Name-Last: De Castro
Author-Name: Antonio Galvao
Author-Name-First: Antonio
Author-Name-Last: Galvao
Author-Name: José Olmo
Author-Name-First: José
Author-Name-Last: Olmo
Author-Name: Kim Jeong Yeol
Author-Name-First: Kim
Author-Name-Last: Jeong Yeol
Title: Experiments on Portfolio Selection: A comparison between quantile preferences and expected utility decision models
Length:  77 pages
Creation-Date:  2021-11
File-URL: https://aaep.org.ar/works/works2021b/4494.pdf
File-Format: Application/pdf
Number: 4494
Classification-JEL: D81, G11
Keywords: Optimal Asset Allocation, Quantile Preferences, Portfolio Theory, Risk Attitude, Predictive Ability Tests
Handle: RePEc:aep:anales:4494