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~subject:"100% investment in the risky asset"
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100% investment in the risky asset
Taylor series
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Taylor series expansion
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Azar, Samih Antoine
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Karaguezian-Haddad, Vera
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Cogent Economics & Finance
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Simulating the market coefficient of relative risk aversion
Azar, Samih Antoine
;
Karaguezian-Haddad, Vera
- In:
Cogent Economics & Finance
2
(
2014
)
1
,
pp. 1-7
In this paper, expected utility, defined by a
Taylor
series
expansion around expected wealth, is maximized. The …
Persistent link: https://www.econbiz.de/10011559141
Saved in:
2
Simulating the market coefficient of relative risk aversion
Azar, Samih Antoine
;
Karaguezian-Haddad, Vera
- In:
Cogent economics & finance
2
(
2014
)
1
,
pp. 1-7
In this paper, expected utility, defined by a
Taylor
series
expansion around expected wealth, is maximized. The …
Persistent link: https://www.econbiz.de/10010490408
Saved in:
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