Univariate and multivariate measures of risk aversion and risk premiums (Q1313163)
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scientific article; zbMATH DE number 490524
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Univariate and multivariate measures of risk aversion and risk premiums |
scientific article; zbMATH DE number 490524 |
Statements
Univariate and multivariate measures of risk aversion and risk premiums (English)
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26 January 1994
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expected utility
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covariance operator
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correlated risks
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univariate and multivariate measures of risk aversion
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portfolio theory
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