Pages that link to "Item:Q5212068"
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The following pages link to Portfolio choice with skewness preference and wealth-dependent risk aversion (Q5212068):
Displaying 4 items.
- Does relative risk aversion vary with wealth? Evidence from households portfolio choice data (Q1655733) (← links)
- Dynamic asset allocation with relative wealth concerns in incomplete markets (Q2181530) (← links)
- Portfolio selection with commodities under conditional copulas and skew preferences (Q4683000) (← links)
- Mean-variance portfolio with wealth and volatility dependent risk aversion (Q6592280) (← links)