Risk containment for investors with multivariate utility functions
Mark Kritzman ; Don Rich
| Year of publication: |
1998
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|---|---|
| Authors: | Kritzman, Mark |
| Other Persons: | Rich, Don R. (contributor) |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 5.1998, 3, p. 28-44
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| Subject: | Nutzenfunktion | Utility function | Risiko | Risk | Anlageverhalten | Behavioural finance | Optionspreistheorie | Option pricing theory | 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/10001242386