DOI10.3982/TE3678zbMath1466.91289arXiv2005.06576OpenAlexW2972973449MaRDI QIDQ4991711
Yuval Heller, Amnon Schreiber
Publication date: 3 June 2021 Published in: Theoretical Economics (Search for Journal in Brave) Full work available at URL: https://arxiv.org/abs/2005.06576
zbMATH Keywords
Wiener processrisk aversionindices of riskinesslocal risk
Mathematics Subject Classification ID
Decision theory (91B06) Portfolio theory (91G10)