Multivariate risk aversion with applications (Q3316909)
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scientific article; zbMATH DE number 3847168
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Multivariate risk aversion with applications |
scientific article; zbMATH DE number 3847168 |
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Multivariate risk aversion with applications (English)
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1983
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measures of multivariate risk aversion
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eigenvalue problems
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portfolio theory
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comparison of minimax strategies
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applied modelling
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0.8649318814277649
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0.8639690279960632
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0.8639690279960632
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0.8629825711250305
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0.8171281814575195
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