Portfolio selection with growth optimization and downside protection

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dc.creatorLagerkvist, Carl Johan
dc.creatorOlson, Kent D.
dc.date2017-04-01T19:19:41Z
dc.date.accessioned2026-07-09T02:56:41Z
dc.descriptionThis paper applies growth optimization with downside protection as a portfolio selection technique. The model is based on power-log utility functions that combine portfolio growth maximization with the behavioural tenets of prospect theory. We use three assets (a farm return index, a stock market index, and a Treasury bond index) to illustrate how effective this technique is compared to the standard model of growth maximization.
dc.identifierdoi:10.22004/ag.econ.9724
dc.identifierhttps://ageconsearch.umn.edu/record/9724/files/sp07la02.pdf
dc.identifierhttp://ageconsearch.umn.edu/record/9724
dc.identifier.urihttp://hdl.handle.net/123456789/523400
dc.languageeng
dc.publisher
dc.sourcehttp://ageconsearch.umn.edu/record/9724
dc.titlePortfolio selection with growth optimization and downside protection
dc.typeText

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University of Minnesota