Estimating probabilities relevant to calculating relative risk-corrected returns of alternative portfolios

DOI10.1023/A:1007796907726zbMATH Open0890.90040OpenAlexW1535949824MaRDI QIDQ1375552FDOQ1375552

Authors: Paul A. Samuelson 

Publication date: 6 January 1998

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1007796907726

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zbMATH Keywords

certainty equivalentslearning procedurerisk-aversion

Mathematics Subject Classification ID

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