Multivariate risk aversion with applications (Q3316909): Difference between revisions
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Latest revision as of 21:05, 19 March 2024
scientific article
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English | Multivariate risk aversion with applications |
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Multivariate risk aversion with applications (English)
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1983
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measures of multivariate risk aversion
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eigenvalue problems
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portfolio theory
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comparison of minimax strategies
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applied modelling
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