Comparison of Alternative Utility Functions in Portfolio Selection Problems
Download full text from publisher
More about this item
Keywordsportfolio selection; risk aversion measures; utility functions; model approximations;
StatisticsAccess and download statistics
All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:inm:ormnsc:v:29:y:1983:i:11:p:1257-1276. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Mirko Janc). General contact details of provider: http://edirc.repec.org/data/inforea.html .
We have no references for this item. You can help adding them by using this form .