Multivariate risk aversion with applications
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Publication:3316909
DOI10.1016/0270-0255(83)90056-8zbMath0533.90010OpenAlexW4212879479MaRDI QIDQ3316909
Publication date: 1983
Published in: Mathematical Modelling (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/0270-0255(83)90056-8
eigenvalue problemsportfolio theoryapplied modellingcomparison of minimax strategiesmeasures of multivariate risk aversion
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