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Risk aversion and allocation to long-term bonds. - MaRDI portal

Risk aversion and allocation to long-term bonds. (Q1414618)

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scientific article; zbMATH DE number 2012980
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English
Risk aversion and allocation to long-term bonds.
scientific article; zbMATH DE number 2012980

    Statements

    Risk aversion and allocation to long-term bonds. (English)
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    4 December 2003
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    Portfolio choice
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    State-price density
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    Identifiers