Portfolio response to a shift in a return distribution : the case of n-dependent assets
Year of publication: |
1997
|
---|---|
Authors: | Mitchell, Douglas W. |
Other Persons: | Douglas, Stratford Marion (contributor) |
Published in: |
International economic review. - Hoboken, NJ : Wiley-Blackwell, ISSN 0020-6598, ZDB-ID 209871-4. - Vol. 38.1997, 4, p. 945-950
|
Subject: | Nutzenfunktion | Utility function | Kapitalmarkttheorie | Financial economics | Wahrscheinlichkeitsrechnung | Probability theory | Kapitaleinkommen | Capital income | Theorie | Theory |
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