Stocks for the log-run and constant relative risk aversion preferences
Year of publication: |
2019
|
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Authors: | Levy, Moshe |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 277.2019, 3 (19.9.), p. 1163-1168
|
Subject: | Finance | Stocks for the long-run | CRRA preferences | Almost Stochastic Dominance | CAPM | Risikoaversion | Risk aversion | Präferenztheorie | Theory of preferences | Portfolio-Management | Portfolio selection |
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