Risk preference and indirect utility in portfolio-choice problems

DOI10.1007/BF01258669zbMath0862.90017OpenAlexW2169920233MaRDI QIDQ1815632

Santanu Roy, Rien Wagenvoort

Publication date: 18 November 1996

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

Full work available at URL: https://doi.org/10.1007/bf01258669

zbMATH Keywords

decreasing absolute risk aversionindirect utility functionportfolio-choice problem

Mathematics Subject Classification ID

Cites Work

• Unnamed Item
• Risk Aversion in the Small and in the Large
• Optimal Investment and Consumption Strategies Under Risk for a Class of Utility Functions

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