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A model of comparative statics for changes in stochastic returns with dependent risky assets
Dionne, Georges - In: Journal of risk and uncertainty : JRU 13 (1996) 2, pp. 147-162
Persistent link: https://www.econbiz.de/10001208950
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Horizon length and portfolio risk
Gollier, Christian; Zeckhauser, Richard - In: Journal of risk and uncertainty : JRU 24 (2002) 3, pp. 195-212
Persistent link: https://www.econbiz.de/10001696351
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On the inefficiency of bang-bang and stop-loss portfolio strategies
Gollier, Christian - In: Journal of risk and uncertainty : JRU 14 (1997) 2, pp. 143-154
Persistent link: https://www.econbiz.de/10001223436
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Demand for risk assets and the monotone probability ratio order
Eeckhoudt, Louis R. - In: Journal of risk and uncertainty : JRU 11 (1995) 2, pp. 113-122
Persistent link: https://www.econbiz.de/10001193357
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Horizon length and portfolio risk
Gollier, Christian; Zeckhauser, Richard - 1997
Persistent link: https://www.econbiz.de/10000990202
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Risk and choice : a research saga
Gollier, Christian; Hammitt, James K.; Treich, Nicolas - In: Journal of risk and uncertainty : JRU 47 (2013) 2, pp. 129-145
Persistent link: https://www.econbiz.de/10010222381