Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection (Q690980)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection |
scientific article; zbMATH DE number 6111208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection |
scientific article; zbMATH DE number 6111208 |
Statements
Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection (English)
0 references
29 November 2012
0 references
decision under risk
0 references
risk vulnerability
0 references
properness
0 references
standardness
0 references
0 references
0.89094085
0 references
0.8816791
0 references
0.8776535
0 references
0.86518407
0 references
0.8620641
0 references
0.85920316
0 references
0.84721327
0 references
0.84703624
0 references
