Portfolio theory for the recourse certainty equivalent maximizing investor (Q1176861)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio theory for the recourse certainty equivalent maximizing investor |
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Portfolio theory for the recourse certainty equivalent maximizing investor (English)
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25 June 1992
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expected utility
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risk aversion
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recourse certainty equivalent
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duality
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portfolio selection
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