Portfolio characterization of risk aversion (Q1331540)
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scientific article; zbMATH DE number 622586
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio characterization of risk aversion |
scientific article; zbMATH DE number 622586 |
Statements
Portfolio characterization of risk aversion (English)
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17 October 1994
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investment behavior
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portfolio choice situation
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measuring risk aversion
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Arrow-Pratt measure
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0.824973464012146
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0.8232300877571106
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