Proof by certainty equivalents that diversification-across-time does worse, risk corrected, than diversification-throughout-time

DOI10.1023/A:1007773311522zbMath0886.90027OpenAlexW1528567244MaRDI QIDQ1367844

Paul A. Samuelson

Publication date: 13 April 1998

Published in: Journal of Risk and Uncertainty (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1023/a:1007773311522

zbMATH Keywords

certainty equivalentsrisk-corrected diversifications

Mathematics Subject Classification ID

Related Items (1)

An inter-temporal CAPM based on first order stochastic dominance

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