Risk aversion, prudence, and asset allocation : a review and some new developments
Year of publication: |
February 2016
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Authors: | Denuit, Michel ; Eeckhoudt, Louis R. |
Published in: |
Theory and decision : an international journal for multidisciplinary advances in decision science. - Dordrecht [u.a.] : Springer, ISSN 0040-5833, ZDB-ID 189247-2. - Vol. 80.2016, 2, p. 227-243
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Subject: | Optimal portfolio | Diversification | Risk aversion | Downside risk | Prudence | Risk apportionment | Theorie | Theory | Portfolio-Management | Portfolio selection | Risikoaversion | Risiko | Risk |
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