ON THE SHAPE OF RISK AVERSION AND ASSET ALLOCATION
Year of publication: |
2014
|
---|---|
Authors: | SIX, PIERRE |
Published in: |
International Journal of Theoretical and Applied Finance (IJTAF). - World Scientific Publishing Co. Pte. Ltd., ISSN 1793-6322. - Vol. 17.2014, 08, p. 1450054-1
|
Publisher: |
World Scientific Publishing Co. Pte. Ltd. |
Subject: | Risk aversion | asset allocation | mean-reversion | wealth | options |
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