w-MPS risk aversion and continuous-time MV analysis in presence of Lévy jumps
Chenghu Ma
| Year of publication: |
2010/11
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|---|---|
| Authors: | Ma, Chenghu |
| Published in: |
Risk and decision analysis. - Amsterdam : IOS Press, ISSN 1569-7371, ZDB-ID 2512630-1. - Vol. 2.2010/11, 4, p. 221-236
|
| Subject: | Theorie | Theory | Risikoaversion | Risk aversion | CAPM | Stochastischer Prozess | Stochastic process |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10009537819