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Investment decisions when utility depends on wealth and other attributes - MaRDI portal

Investment decisions when utility depends on wealth and other attributes (Q4991037)

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scientific article; zbMATH DE number 7353647
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Investment decisions when utility depends on wealth and other attributes
scientific article; zbMATH DE number 7353647

    Statements

    Investment decisions when utility depends on wealth and other attributes (English)
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    2 June 2021
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    multivariate utility
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    portfolio allocation
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    certainty equivalence
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    risk aversion
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