Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion (Q3824062): Difference between revisions
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Revision as of 12:50, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion |
scientific article |
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Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion (English)
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1989
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finance
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portfolio selection
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risky investments
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measures of risk aversion
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multi-attributed utility functions
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