Risk tolerance and value of information in the standard portfolio model

DOI10.1016/S0165-1765(97)00096-7zbMath0897.90012OpenAlexW2041904247MaRDI QIDQ1390984

Nicolas Treich

Publication date: 22 July 1998

Published in: Economics Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0165-1765(97)00096-7

zbMATH Keywords

risk tolerancestandard portfolio model

Mathematics Subject Classification ID

Economics of information (91B44)

Cites Work

• Risk Aversion in the Small and in the Large
• The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments
• Unnamed Item

This page was built for publication: Risk tolerance and value of information in the standard portfolio model