Two-moment decision model for location-scale family with background asset
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More about this item
KeywordsMean-variance model; indifference curve; location-scale family; background risk; utility function; risk aversion; risk seeking;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
- C0 - Mathematical and Quantitative Methods - - General
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