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Markowitz, Harry - In: European journal of operational research : EJOR 234 (2014) 2, pp. 346-355

Persistent link: https://www.econbiz.de/10010356759

Ormos, Mihály; Timotity, Dusán - In: The B.E. journal of theoretical economics 17 (2017) 2, pp. 1-14

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Simaan, Yusif E. - In: European journal of operational research : EJOR 234 (2014) 2, pp. 382-391

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Azar, Samih Antoine; Karaguezian-Haddad, Vera - In: Cogent economics & finance 2 (2014) 1, pp. 1-7

coefficient of relative risk aversion (CRRA) that is commensurate with a 100% investment in the risky asset is simulated. The …

Persistent link: https://www.econbiz.de/10010490408

Jan, Yin-ching; Chiu, Su-ling; Wang, Jerry M. C. - In: International journal of financial research 4 (2013) 2, pp. 77-82

Persistent link: https://www.econbiz.de/10010205113

Leitner, Johannes - 2001 - 1. Aufl.

Persistent link: https://www.econbiz.de/10001626257

Dieckmann, Stephan; Gallmeyer, Michael - In: Journal of economic dynamics & control 29 (2005) 9, pp. 1547-1576

Persistent link: https://www.econbiz.de/10003068779

Seber, Akin - In: International journal of economics and finance 6 (2014) 9, pp. 151-157

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Jarraya, Bilel; Bouri, Abdelfettah - In: International journal of finance & banking studies : JJFBS 2 (2013) 4, pp. 30-44

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Gollier, Christian - 2003

degree of pessimism of the representative agent is the mean of the individual ones weighted by their index of absolute risk …

Persistent link: https://www.econbiz.de/10011507677