A generalisation of the mean-variance analysis
Year of publication: |
2009
|
---|---|
Authors: | Zakamouline, Valeri ; Koekebakker, Steen |
Published in: |
European financial management : the journal of the European Financial Management Association. - Oxford : Wiley-Blackwell, ISSN 1354-7798, ZDB-ID 1235378-4. - Vol. 15.2009, 5, p. 934-970
|
Subject: | Varianzanalyse | Analysis of variance | Nutzentheorie | Utility theory | Risikopräferenz | Risk attitude | Theorie | Theory |
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