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Short‐term investments and indices of risk - MaRDI portal

Short‐term investments and indices of risk

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Publication:4991711

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DOI10.3982/TE3678zbMath1466.91289arXiv2005.06576OpenAlexW2972973449MaRDI QIDQ4991711

Yuval Heller, Amnon Schreiber

Publication date: 3 June 2021

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

Full work available at URL: https://arxiv.org/abs/2005.06576

zbMATH Keywords

Wiener process risk aversion indices of riskiness local risk

Mathematics Subject Classification ID

Decision theory (91B06) Portfolio theory (91G10)

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