On the shape of risk aversion and asset allocation
Year of publication: |
2014
|
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Authors: | Six, Pierre |
Published in: |
International journal of theoretical and applied finance. - River Edge, NJ [u.a.] : World Scientific, ISSN 0219-0249, ZDB-ID 1428982-9. - Vol. 17.2014, 8, p. 1-27
|
Subject: | Risk aversion | asset allocation | mean-reversion | wealth | options | Portfolio-Management | Portfolio selection | Risikoaversion | Risiko | Risk | Theorie | Theory | Vermögen | Wealth | Anlageverhalten | Behavioural finance | CAPM |
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