The computational property of the Aumann-Serrano performance index under risk-averse and risk-loving preference
Year of publication: |
2021
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Authors: | Hodoshima, Jiro |
Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 39.2021, p. 1-7
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Subject: | Aumann-Serrano performance index | Inner rate of risk aversion | Risk averse | Risk loving | Utility indifference pricing | Theorie | Theory | Risikoaversion | Risk aversion | Index | Index number | Portfolio-Management | Portfolio selection |
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