Beyond expected utility: Subjective risk aversion and optimal portfolio choice under convex shortfall risk measures.
Resource URI: https://dblp.l3s.de/d2r/resource/publications/journals/eor/BrandtnerKR20
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Beyond expected utility: Subjective risk aversion and optimal portfolio choice under convex shortfall risk measures.
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Beyond expected utility: Subjective risk aversion and optimal portfolio choice under convex shortfall risk measures.
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