On the shape of risk aversion and asset allocation
Pierre Six
| Year of publication: |
2014
|
|---|---|
| Authors: | Six, Pierre |
| Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 17.2014, 8, p. 1-27
|
| Subject: | Risk aversion | asset allocation | mean-reversion | wealth | options | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikoaversion | Risiko | Risk | Vermögen | Wealth |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010498792