Changes in multiplicative risks and optimal portfolio choice : new interpretations and results
Year of publication: |
2020
|
---|---|
Authors: | De Donno, Marzia ; Magnani, Marco ; Menegatti, Mario |
Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 43.2020, 1, p. 251-267
|
Subject: | Multiplicative risk | Nth-degree risk change | Portfolio choice | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory |
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