Portfolio choice with endogenous utility: a large deviations approach. (Q1398986): Difference between revisions

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Latest revision as of 09:33, 30 July 2024

scientific article
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Portfolio choice with endogenous utility: a large deviations approach.
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    Portfolio choice with endogenous utility: a large deviations approach. (English)
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    7 August 2003
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    Portfolio theory
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    Large deviations
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    Safety-first
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    Risk aversion
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