A generalization of Dybvig's result on portfolio selection with intolerance for decline in consumption (Q2440421)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A generalization of Dybvig's result on portfolio selection with intolerance for decline in consumption |
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A generalization of Dybvig's result on portfolio selection with intolerance for decline in consumption (English)
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18 March 2014
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portfolio selection
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intolerance for decline in consumption
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risk taking
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felicity function
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