Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion (Q3824062)

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Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion
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    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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