Comparison of Alternative Utility Functions in Portfolio Selection Problems
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Publication:3040871
DOI10.1287/mnsc.29.11.1257zbMath0526.90010MaRDI QIDQ3040871
J. G. Kallberg, William T. Ziemba
Publication date: 1983
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.29.11.1257
optimal portfolio selection; risk aversion index; alternative utility functions; risky investment portfolio; Rubinstein's measure of global risk aversion
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