Portfolio choice with endogenous utility: a large deviations approach. (Q1398986)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Portfolio choice with endogenous utility: a large deviations approach. |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio choice with endogenous utility: a large deviations approach. |
scientific article |
Statements
Portfolio choice with endogenous utility: a large deviations approach. (English)
0 references
7 August 2003
0 references
Portfolio theory
0 references
Large deviations
0 references
Safety-first
0 references
Risk aversion
0 references
0 references
0 references
