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isPartOf:"Theory and decision : an international journal for multidisciplinary advances in decision science"
~person:"Denuit, Michel"
~subject:"Stochastic dominance"
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Stochastic dominance
Portfolio selection
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Portfolio-Management
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Risiko
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Risikoaversion
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Risk
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Risk aversion
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Theorie
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Diversification
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Almost stochastic dominance
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Background risk
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Erwartungsnutzen
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Higher order multiplicative risk apportionment
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Higher order relative risk aversion
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Optimal investment
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Theory and decision : an international journal for multidisciplinary advances in decision science
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Benchmark values for higher order coefficients of relative risk aversion
Denuit, Michel
;
Rey, Béatrice
- In:
Theory and decision : an international journal for …
76
(
2014
)
1
,
pp. 81-94
Persistent link: https://www.econbiz.de/10010345268
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