Increases in risk aversion and the distribution of portfolio payoffs
Year of publication: |
2012
|
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Authors: | Dybvig, Philip H. ; Wang, Yajun |
Published in: |
Journal of economic theory. - Amsterdam : Elsevier, ISSN 0022-0531, ZDB-ID 410539-4. - Vol. 147.2012, 3, p. 1222-1246
|
Subject: | Risikoaversion | Risk aversion | Portfolio-Management | Portfolio selection | Unvollkommener Markt | Incomplete market | Theorie | Theory |
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