Pages that link to "Item:Q3824062"
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The following pages link to Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion (Q3824062):
Displaying 8 items.
- A note on portfolio optimization with path-dependent utility (Q1313142) (← links)
- Mean-risk analysis of risk aversion and wealth effects on optimal portfolios with multiple investment opportunities (Q1313151) (← links)
- Univariate and multivariate measures of risk aversion and risk premiums (Q1313163) (← links)
- Portfolio characterization of risk aversion (Q1331540) (← links)
- Determination and estimation of risk aversion coefficients (Q1616811) (← links)
- Approximate portfolio analysis (Q1806756) (← links)
- Portfolio Choices in the Presence of Other Risks (Q4276616) (← links)
- Investment decisions when utility depends on wealth and other attributes (Q4991037) (← links)