Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection

DOI10.1016/j.jmateco.2012.09.001zbMath1263.91022MaRDI QIDQ690980

Andreas Wagener, Thomas Eichner

Publication date: 29 November 2012

Published in: Journal of Mathematical Economics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.jmateco.2012.09.001

zbMATH Keywords

properness; risk vulnerability; decision under risk; standardness

Mathematics Subject Classification ID

91B06: Decision theory

91G10: Portfolio theory

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