A matrix measure of multivariate local risk aversion
George T. Duncan
| Year of publication: |
1977
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|---|---|
| Authors: | Duncan, George T. |
| Published in: |
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics. - [Wechselnde Erscheinungsorte] : [Wechselnde Verlage], ISSN 0012-9682, ZDB-ID 1798-X. - Vol. 45.1977, 4, p. 895-903
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| Subject: | Risiko | Nutzen |
| Type of publication: | Article |
|---|---|
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10002099536