Portfolio choice with endogenous utility: a large deviations approach. (Q1398986): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 16:00, 31 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio choice with endogenous utility: a large deviations approach. |
scientific article |
Statements
Portfolio choice with endogenous utility: a large deviations approach. (English)
0 references
7 August 2003
0 references
Portfolio theory
0 references
Large deviations
0 references
Safety-first
0 references
Risk aversion
0 references
