Effects of background risks on cautiousness with an application to a portfolio choice problem (Q629337): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 08:19, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Effects of background risks on cautiousness with an application to a portfolio choice problem |
scientific article |
Statements
Effects of background risks on cautiousness with an application to a portfolio choice problem (English)
0 references
9 March 2011
0 references
risk aversion
0 references
risk tolerance
0 references
cautiousness
0 references
portfolio insurance
0 references
idiosyncratic risks
0 references
background risks
0 references
incomplete markets
0 references
