Mean-variance utility functions and the demand for risky assets : an empirical analysis using flexible functional forms
Year of publication: |
1983
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Authors: | Aivazian, Varouj A. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 18.1983, 4, p. 411-424
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Subject: | Kapitalanlage Portefeuilleplanung | Theorie | Theory | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function | Risiko | Risk |
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