Comparison of Alternative Utility Functions in Portfolio Selection Problems (Q3040871): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 21:42, 3 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparison of Alternative Utility Functions in Portfolio Selection Problems |
scientific article |
Statements
Comparison of Alternative Utility Functions in Portfolio Selection Problems (English)
0 references
1983
0 references
alternative utility functions
0 references
risky investment portfolio
0 references
risk aversion index
0 references
Rubinstein's measure of global risk aversion
0 references
optimal portfolio selection
0 references
