Effects of background risks on cautiousness with an application to a portfolio choice problem (Q629337): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/j.jet.2010.08.005 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2024252055 / rank | |||
Normal rank | |||
Revision as of 20:31, 19 March 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
