Changes in multiplicative risks and optimal portfolio choice: new interpretations and results
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Publication:777930
DOI10.1007/s10203-019-00250-1zbMath1444.91197OpenAlexW2946379334WikidataQ127938418 ScholiaQ127938418MaRDI QIDQ777930
Marzia De Donno, Mario Menegatti, Marco Magnani
Publication date: 8 July 2020
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-019-00250-1
Related Items (3)
A note on changes in additive risky benefits and risky costs ⋮ Some conditions for the equivalence between risk aversion, prudence and temperance ⋮ On the relationship between comparisons of risk aversion of different orders
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