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

DOI10.1023/A:1007796907726MaRDI QIDQ1375552zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

certainty equivalentslearning procedurerisk-aversion

Mathematics Subject Classification ID

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