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Risk tolerance and value of information in the standard portfolio model

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  • Treich, Nicolas

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  • Treich, Nicolas, 1997. "Risk tolerance and value of information in the standard portfolio model," Economics Letters, Elsevier, vol. 55(3), pages 361-363, September.
    • Handle: RePEc:eee:ecolet:v:55:y:1997:i:3:p:361-363
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    References listed on IDEAS

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    1. Paul A. Samuelson, 1970. "The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 37(4), pages 537-542.
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    Cited by:

    1. Alexandru MANOLE & Emilia STANCIU & Alexandru URSACHE, 2016. "Specific elements of correlation between infomation and risk," Romanian Statistical Review Supplement, Romanian Statistical Review, vol. 64(1), pages 43-48, January.
    2. Ambroise Descamps & Sébastien Massoni & Lionel Page, 2022. "Learning to hesitate," Experimental Economics, Springer;Economic Science Association, vol. 25(1), pages 359-383, February.
    3. Gollier Christian, 2004. "Optimal Dynamic Portfolio Risk with First-Order and Second-Order Predictability," The B.E. Journal of Theoretical Economics, De Gruyter, vol. 4(1), pages 1-35, September.
    4. Ambroise Descamps & Sebastien Massoni & Lionel Page, 2019. "Learning to hesitate," Working Paper Series 58, Economics Discipline Group, UTS Business School, University of Technology, Sydney.

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