Title of article :
Portfolio choice under noisy asset returns
Author/Authors :
Gollier، نويسنده , , Christian; Schlesinger، نويسنده , , Harris ، نويسنده ,
Issue Information :
روزنامه با شماره پیاپی سال 1996
Abstract :
An analogue of Harsanyiʹs social aggregation theorem for von Neumann-Morgenstern utility functions is presented for asymmetric utility functionals
Keywords :
portfolio choice , Increases in risk , Standard risk aversion
Journal title :
Economics Letters
Journal title :
Economics Letters