Investment Performance Measurement Under Asymptotically Linear Local Risk Tolerance (Q3631188)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Investment Performance Measurement Under Asymptotically Linear Local Risk Tolerance |
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Investment Performance Measurement Under Asymptotically Linear Local Risk Tolerance (English)
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5 June 2009
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portfolio choice problem
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risk tolerance
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investment policy
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CARA
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CRRA
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