Portfolio choice with endogenous utility: a large deviations approach. (Q1398986)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio choice with endogenous utility: a large deviations approach. |
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Portfolio choice with endogenous utility: a large deviations approach. (English)
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7 August 2003
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Portfolio theory
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Large deviations
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Safety-first
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Risk aversion
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