Non-convex optimal portfolio sets and constant relative risk aversion
Duo Zhang
| Year of publication: |
2008
|
|---|---|
| Authors: | Zhang, Duo |
| Published in: |
Journal of economics & business. - Amsterdam [u.a.] : Elsevier, ISSN 0148-6195, ZDB-ID 716757-X. - Vol. 60.2008, 6, p. 551-555
|
| Subject: | Portfolio-Management | Portfolio selection | Risikoaversion | Risk aversion | 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://ebvufind01.dmz1.zbw.eu/10003815431