Short‐term investments and indices of risk (Q4991711)

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scientific article; zbMATH DE number 7354724
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English
Short‐term investments and indices of risk
scientific article; zbMATH DE number 7354724

    Statements

    title
    Short‐term investments and indices of risk (English)
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    DOI
    10.3982/TE3678
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    author
    Yuval Heller
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    Amnon Schreiber
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    publication date
    3 June 2021
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    zbMATH DE Number
    7354724
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    zbMATH Keywords
    indices of riskiness
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    risk aversion
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    local risk
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    Wiener process
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    arXiv ID
    2005.06576
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