Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion
Year of publication: |
1989
|
---|---|
Authors: | Li, Yuming ; Ziemba, William. T. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 35.1989, 3, p. 259-269
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | finance-risk aversion | risky investment choice | portfolio theory |
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