Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection (Q690980): Difference between revisions

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+https://doi.org/10.1016/j.jmateco.2012.09.001
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+W2070510395
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+Risk, Return, Skewness and Preference
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+A characterization of the distributions that imply mean-variance utility functions
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+Multiple Risks and Mean-Variance Preferences
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+Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
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+Risk Vulnerability and the Tempering Effect of Background Risk
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+Standard Risk Aversion
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+Partial derivatives, comparative risk behavior and concavity of utility functions.
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+PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES
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+Two-parameter decision models and rank-dependent expected utility
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+Proper Risk Aversion
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+Prudence and risk vulnerability in two-moment decision models
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+Publication:690980