Derivatives-based portfolio decisions: an expected utility insight (Q2672921)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Derivatives-based portfolio decisions: an expected utility insight |
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Derivatives-based portfolio decisions: an expected utility insight (English)
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13 June 2022
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expected utility theory
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constant relative risk aversion (CRRA) utility
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optimal derivative choice
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Black-Scholes pricing
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