Increases in risk aversion and the distribution of portfolio payoffs
Philip H. Dybvig, Yajun Wang
| Year of publication: |
2012
|
|---|---|
| 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 |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009626728