DOI10.3982/TE3678zbMath1466.91289arXiv2005.06576MaRDI QIDQ4991711
Yuval Heller, Amnon Schreiber
Publication date: 3 June 2021 Published in: Theoretical Economics (Search for Journal in Brave) Full work available at URL: https://arxiv.org/abs/2005.06576
zbMATH Keywords
Wiener process; risk aversion; indices of riskiness; local risk
Mathematics Subject Classification ID
91B06: Decision theory
91G10: Portfolio theory