Risk Aversion and Wealth Effects on Portfolios with Many Assets

DOI10.2307/2296363zbMath0266.90013OpenAlexW1975667338MaRDI QIDQ5684800

Joseph E. Stiglitz, David Cass

Publication date: 1972

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2296363

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Utility theory (91B16)

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