Comparison of Alternative Utility Functions in Portfolio Selection Problems (Q3040871): Difference between revisions
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Latest revision as of 08:58, 20 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of Alternative Utility Functions in Portfolio Selection Problems |
scientific article |
Statements
Comparison of Alternative Utility Functions in Portfolio Selection Problems (English)
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1983
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alternative utility functions
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risky investment portfolio
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risk aversion index
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Rubinstein's measure of global risk aversion
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optimal portfolio selection
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