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A Matrix Measure of Multivariate Local Risk Aversion - MaRDI portal

A Matrix Measure of Multivariate Local Risk Aversion (Q4145349)

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scientific article; zbMATH DE number 3573523
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English
A Matrix Measure of Multivariate Local Risk Aversion
scientific article; zbMATH DE number 3573523

    Statements

    title
    A Matrix Measure of Multivariate Local Risk Aversion (English)
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    author
    George T. Duncan
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    published in
    Econometrica
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    publication date
    1977
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    Identifiers

    DOI
    10.2307/1912680
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    zbMATH DE Number
    3573523
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    OpenAlex ID
    W2063067667
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