Conditions ensuring the decomposition of asset demand for all risk-averse investors
Year of publication: |
2007
|
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Authors: | Dachraoui, Kaïs ; Dionne, Georges |
Published in: |
The European journal of finance. - Abingdon, Oxon : Routledge, Taylor & Francis Group, ISSN 1351-847X, ZDB-ID 1282412-4. - Vol. 13.2007, 5/6, p. 397-404
|
Subject: | Portfolio-Management | Portfolio selection | CAPM | Risikoaversion | Risk aversion | Theorie | Theory |
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