Increases in risk aversion and the distribution of portfolio payoffs (Q417629): Difference between revisions
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| Property / author | |||
| Property / author: H. S. Yoon / rank | |||
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| Property / Mathematics Subject Classification ID: 91B30 / rank | |||
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| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6034549 / rank | |||
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| Property / zbMATH Keywords | |||
risk aversion | |||
| Property / zbMATH Keywords: risk aversion / rank | |||
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portfolio theory | |||
| Property / zbMATH Keywords: portfolio theory / rank | |||
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stochastic dominance | |||
| Property / zbMATH Keywords: stochastic dominance / rank | |||
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complete markets | |||
| Property / zbMATH Keywords: complete markets / rank | |||
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two-fund separation | |||
| Property / zbMATH Keywords: two-fund separation / rank | |||
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Revision as of 20:58, 29 June 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Increases in risk aversion and the distribution of portfolio payoffs |
scientific article |
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Increases in risk aversion and the distribution of portfolio payoffs (English)
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14 May 2012
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risk aversion
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portfolio theory
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stochastic dominance
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complete markets
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two-fund separation
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