Increases in risk aversion and the distribution of portfolio payoffs
Year of publication: |
2012
|
---|---|
Authors: | Dybvig, Philip H. ; Wang, Yajun |
Published in: |
Journal of Economic Theory. - Elsevier, ISSN 0022-0531. - Vol. 147.2012, 3, p. 1222-1246
|
Publisher: |
Elsevier |
Subject: | Risk aversion | Portfolio theory | Stochastic dominance | Complete markets | Two-fund separation |
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