Portfolio allocation and asset demand with mean-variance preferences
| Year of publication: |
2011
|
|---|---|
| Authors: | Eichner, Thomas ; Wagener, Andreas |
| Published in: |
Theory and Decision. - Springer. - Vol. 70.2011, 2, p. 179-193
|
| Publisher: |
Springer |
| Subject: | Mean | Variance | Elasticity of risk aversion |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10008776421