Pages that link to "Item:Q813101"
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The following pages link to Proper and standard risk aversion in two-moment decision models (Q813101):
Displaying 4 items.
- Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection (Q690980) (← links)
- Beneficial changes in dependence structures and two-moment decision models (Q974999) (← links)
- Slutzky equations and substitution effects of risks in terms of mean-variance preferences (Q989918) (← links)
- Portfolio optimization by a bivariate functional of the mean and variance (Q2178898) (← links)
