Changes in multiplicative risks and optimal portfolio choice: new interpretations and results (Q777930)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Changes in multiplicative risks and optimal portfolio choice: new interpretations and results |
scientific article |
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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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