Increases in risk aversion and the distribution of portfolio payoffs (Q417629)
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scientific article; zbMATH DE number 6034549
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Increases in risk aversion and the distribution of portfolio payoffs |
scientific article; zbMATH DE number 6034549 |
Statements
Increases in risk aversion and the distribution of portfolio payoffs (English)
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14 May 2012
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risk aversion
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portfolio theory
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stochastic dominance
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complete markets
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two-fund separation
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0.89863217
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0.89475906
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0.8735025
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0.8702091
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0.8690672
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0.8672753
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0.8656655
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0.86469877
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