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subject:"Portfolio-Management"
subject:"Anlageverhalten"
~isPartOf:"Finance research letters"
~person:"Hodoshima, Jiro"
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Portfolio-Management
Anlageverhalten
Portfolio selection
2
Theorie
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Utility indifference pricing
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Aumann-Serrano performance index
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Inner rate of risk aversion
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Hodoshima, Jiro
Boudt, Kris
3
Xiong, Xiong
3
Božović, Miloš
2
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Chen, Jingnan
2
Csóka, Péter
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The computational property of the Aumann-Serrano performance index under risk-averse and risk-loving preference
Hodoshima, Jiro
- In:
Finance research letters
39
(
2021
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012805213
Saved in:
2
Comparison of utility indifference pricing and mean-variance approach under normal mixture
Hodoshima, Jiro
;
Misawa, Tetsuya
;
Miyahara, Yoshio
- In:
Finance research letters
24
(
2018
),
pp. 221-229
Persistent link: https://www.econbiz.de/10011982579
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