Portfolio choice with endogenous utility : a large deviations approach
Michael Stutzer
| Year of publication: |
2003
|
|---|---|
| Authors: | Stutzer, Michael J. |
| Published in: |
Journal of econometrics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4076, ZDB-ID 184861-6. - Vol. 116.2003, 1/2, p. 365-386
|
| Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion |
| 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/10001772155