Mean-variance utility functions and the demand for risky assets : an empirical analysis using flexible functional forms
Year of publication: |
1983
|
---|---|
Authors: | Aivazian, Varouj A. |
Published in: |
Journal of financial and quantitative analysis : JFQA. - New York, NY [u.a.] : Cambridge University Press, ISSN 0022-1090, ZDB-ID 219406-5. - Vol. 18.1983, 4, p. 411-424
|
Subject: | Kapitalanlage Portefeuilleplanung | Theorie | Theory | Nutzenfunktion | Utility function | Portfolio-Management | Portfolio selection | Risiko | Risk | Nutzen | Utility | Schätzung | Estimation |
-
Optimal expected utility of wealth for two dependent classes of insurance business
Gosio, Cristina, (2013)
-
Long-run consumption risk and asset allocation under recursive utility and rational inattention
Luo, Yulei, (2016)
-
Davis, Ronald E., (2015)
- More ...
-
Microeconomic elements and perspectives from finance theory
Aivazian, Varouj A., (1998)
-
Overinvesting via delayed exit: An empirical investigation of the cost of excessive continuation
Priyo, Asad Karim Khan, (2017)
-
Overinvesting via delayed exit: An empirical investigation of the cost of excessive continuation
Priyo, Asad Karim Khan, (2017)
- More ...