Changes in multiplicative risks and optimal portfolio choice : new interpretations and results
Marzia De Donno, Marco Magnani, Mario Menegatti
| Year of publication: |
2020
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|---|---|
| Authors: | De Donno, Marzia ; Magnani, Marco ; Menegatti, Mario |
| Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 43.2020, 1, p. 251-267
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| Subject: | Multiplicative risk | Nth-degree risk change | Portfolio choice | Portfolio-Management | Portfolio selection | Risiko | Risk | Theorie | Theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10203-019-00250-1 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012285398