Implications of constant risk aversion (Q3920947): Difference between revisions
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Revision as of 23:25, 22 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implications of constant risk aversion |
scientific article |
Statements
Implications of constant risk aversion (English)
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1981
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constant risk aversion
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pessimistic maximum criterion
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axiomatic foundation
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risk premiums
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values of information
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portfolio selection
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capital market theory
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syndicates
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