Univariate and multivariate measures of risk aversion and risk premiums (Q1313163)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Univariate and multivariate measures of risk aversion and risk premiums |
scientific article |
Statements
Univariate and multivariate measures of risk aversion and risk premiums (English)
0 references
26 January 1994
0 references
expected utility
0 references
covariance operator
0 references
correlated risks
0 references
univariate and multivariate measures of risk aversion
0 references
portfolio theory
0 references
