Effects of background risks on cautiousness with an application to a portfolio choice problem (Q629337)
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scientific article; zbMATH DE number 5862839
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| English | Effects of background risks on cautiousness with an application to a portfolio choice problem |
scientific article; zbMATH DE number 5862839 |
Statements
Effects of background risks on cautiousness with an application to a portfolio choice problem (English)
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9 March 2011
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risk aversion
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risk tolerance
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cautiousness
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portfolio insurance
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idiosyncratic risks
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background risks
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incomplete markets
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0.8135690093040466
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0.8128418326377869
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0.8069422841072083
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0.806332528591156
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0.7990792393684387
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