Risk Aversion and Wealth Effects on Portfolios with Many Assets
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Bibliographic Info
Article provided by Wiley Blackwell in its journal Review of Economic Studies.
Volume (Year): 39 (1972)
Issue (Month): 3 (July)
Pages: 331-54
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Web page: http://www.blackwellpublishing.com/journal.asp?ref=0034-6527
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Citations
Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.Cited by:
- Ulrich Schmidt & Horst Zank, 2007.
"Linear cumulative prospect theory with applications to portfolio selection and insurance demand,"
Decisions in Economics and Finance,
Springer, vol. 30(1), pages 1-18, 05.
- U Schmidt & H Zank, 2002. "Linear Cumulative Prospect Theory with Applications to Portfolio Selection and Insurance Demand," The School of Economics Discussion Paper Series 0208, Economics, The University of Manchester.
- Robison, Lindon J. & King, Robert P., 1978. "Specification of Micro Risk Models for Farm Management and Policy Research," Agricultural Economic Report Series 10260, Michigan State University, Department of Agricultural, Food, and Resource Economics.
- Donald Meyer & Jack Meyer, 2005. "Relative Risk Aversion: What Do We Know?," Journal of Risk and Uncertainty, Springer, vol. 31(3), pages 243-262, December.
- Peter J. Phillips & Michael Baczynski & John Teale, 2009. "Can self-managed superannuation fund trustees earn the equity risk premium?," Accounting Research Journal, Emerald Group Publishing, vol. 22(1), pages .27-45, July.
- Gelles, Gregory M. & Mitchell, Douglas W., 2002. "Increasingly mean-seeking utility functions and n-asset portfolios," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(5), pages 911-919.
- Helpman, Elhanan & Razin, Assaf, 1978. "A theory of international trade under uncertainty," MPRA Paper 22112, University Library of Munich, Germany.
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