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Optimization of Risk Exposure

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Author Info
Alexei Gretchikha (Cornell University)

Additional information is available for the following registered author(s):

Abstract

Risk exposure can be efficiently optimized in practical situations, using a new apporach to identification of investor's risk aversion.

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File URL: http://129.3.20.41/eps/fin/papers/0207/0207006.pdf
File Format: application/pdf
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Download Restriction: no

Publisher Info
Paper provided by EconWPA in its series Finance with number 0207006.

Download reference. The following formats are available: HTML (with abstract), plain text (with abstract), BibTeX, RIS (EndNote, RefMan, ProCite), ReDIF
Length: 3 pages
Date of creation: 19 Aug 2002
Date of revision:
Handle: RePEc:wpa:wuwpfi:0207006

Note: Type of Document - Acrobat PDF; prepared on IBM PC - Acrobat PDF; to print on HP; pages: 3; figures: none
Contact details of provider:
Web page: http://129.3.20.41

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Related research
Keywords: risk exposure; risk aversion; risk optimization;

Find related papers by JEL classification:
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
G10 - Financial Economics - - General Financial Markets - - - General (includes Measurement and Data)
D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
D80 - Microeconomics - - Information, Knowledge, and Uncertainty - - - General
G30 - Financial Economics - - Corporate Finance and Governance - - - General

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This page was last updated on 2009-12-13.


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