Portfolio Choice for Increases in Risk and Prudence Revisited
Year of publication: |
2005
|
---|---|
Authors: | Ryu, Suyeol ; Kim, Iltae |
Published in: |
Journal of Economics. - Springer. - Vol. 86.2005, 3, p. 293-300
|
Publisher: |
Springer |
Subject: | Kroll | Leshno | Levy | Spector (K-L-L-S) increases in risk | simple increases in risk across r in the K-L-L-S sense | portfolio problem | prudence |
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