Portfolio theory for the recourse certainty equivalent maximizing investor (Q1176861)
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scientific article; zbMATH DE number 12603
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio theory for the recourse certainty equivalent maximizing investor |
scientific article; zbMATH DE number 12603 |
Statements
Portfolio theory for the recourse certainty equivalent maximizing investor (English)
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25 June 1992
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expected utility
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risk aversion
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recourse certainty equivalent
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duality
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portfolio selection
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0.88206774
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0.87436205
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0.8738382
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0.87217915
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0.87199116
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0.8709196
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