Changes in multiplicative risks and optimal portfolio choice: new interpretations and results (Q777930)
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scientific article; zbMATH DE number 7218651
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| English | Changes in multiplicative risks and optimal portfolio choice: new interpretations and results |
scientific article; zbMATH DE number 7218651 |
Statements
Changes in multiplicative risks and optimal portfolio choice: new interpretations and results (English)
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8 July 2020
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multiplicative risk
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\(N\)th-degree risk change
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portfolio choice
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0.7765212059020996
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0.7730050086975098
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0.7690405249595642
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0.7680239081382751
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0.7676705718040466
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