One-fund separation in incomplete markets with two assets
Dong Chul Won
| Year of publication: |
March 2018
|
|---|---|
| Authors: | Won, Dongchul |
| Published in: |
Finance research letters. - Amsterdam [u.a.] : Elsevier, ISSN 1544-6123, ZDB-ID 2181386-3. - Vol. 24.2018, p. 168-174
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| Subject: | Heterogeneous beliefs | Incomplete markets | One-fund separation | Risk aversion | Unvollkommener Markt | Incomplete market | Theorie | Theory | Risikoaversion | Finanzmarkt | Financial market | Erwartungsnutzen | Expected utility | Risiko | Risk | Allgemeines Gleichgewicht | General equilibrium | Portfolio-Management | Portfolio selection | Nutzenfunktion | Utility function |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.frl.2017.09.003 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011982563