Philippine Standard time

Portfolio Choice and Risk

UPSE DP 1983-07
1983

Risk aversion and the riskiness of assets are interpreted in terms of a model of portfolio choice where the maximand is conditional on the probability of satisfying a minimum constraint on the future value of the portfolio. It is a consequence that the risk

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Contributor
UP-School of Economics
Authors
Encarnacion, Jr. Jose
Keywords
investment; savings; risk; mathematical models
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Since
Nov 12, 2013

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