Tempering effects of (dependent) background risks: a mean-variance analysis of portfolio selection
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Publication:690980
DOI10.1016/j.jmateco.2012.09.001zbMath1263.91022OpenAlexW2070510395MaRDI QIDQ690980
Andreas Wagener, Thomas Eichner
Publication date: 29 November 2012
Published in: Journal of Mathematical Economics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jmateco.2012.09.001
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