A Matrix Measure of Multivariate Local Risk Aversion
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Publication:4145349
DOI10.2307/1912680zbMath0367.90017OpenAlexW2063067667MaRDI QIDQ4145349
Publication date: 1977
Published in: Econometrica (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/1912680
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