Mean-variance versus utility maximization revisited : the case of constant relative risk aversion
Konstantinos Kassimatis
| Year of publication: |
2021
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| Authors: | Kassimatis, Konstantinos |
| Published in: |
International review of financial analysis. - Amsterdam [u.a.] : Elsevier, ISSN 1057-5219, ZDB-ID 1133622-5. - Vol. 78.2021, p. 1-16
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| Subject: | Constant relative risk aversion | Mean-variance | Utility maximization | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Nutzentheorie | Utility theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.irfa.2021.101932 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013254548