Proof by certainty equivalents that diversification-across-time does worse, risk corrected, than diversification-throughout-time
Paul A. Samuelson
| Year of publication: |
1997
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|---|---|
| Authors: | Samuelson, Paul Anthony |
| Published in: |
Journal of risk and uncertainty : JRU. - Dordrecht [u.a.] : Springer Science + Business Media, ISSN 0895-5646, ZDB-ID 59837-9. - Vol. 14.1997, 2, p. 129-142
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| Subject: | Risiko | Risk | Nutzenfunktion | Utility function | Portfolio-Management | Portfolio selection | Theorie | Theory |
| 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/10001223437