Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion (Q3824062)
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scientific article; zbMATH DE number 4098990
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion |
scientific article; zbMATH DE number 4098990 |
Statements
Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion (English)
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1989
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finance
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portfolio selection
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risky investments
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measures of risk aversion
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multi-attributed utility functions
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0.852976381778717
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0.8366183638572693
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0.8261492848396301
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0.8261492848396301
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0.824973464012146
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