Changes in multiplicative risks and optimal portfolio choice: new interpretations and results
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Publication:777930
DOI10.1007/S10203-019-00250-1zbMATH Open1444.91197OpenAlexW2946379334WikidataQ127938418 ScholiaQ127938418MaRDI QIDQ777930FDOQ777930
Marzia De Donno, Mario Menegatti, Marco Magnani
Publication date: 8 July 2020
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-019-00250-1
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Cited In (6)
- The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns
- Some conditions for the equivalence between risk aversion, prudence and temperance
- Multistage risk premiums in portfolio optimization
- A note on changes in additive risky benefits and risky costs
- Multiple partial adjustment of portfolios under rational expectations
- On the relationship between comparisons of risk aversion of different orders
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