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Comparative Riskiness of Random Vector Outcomes · Study

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PreprintComparative Riskiness of Random Vector Outcomes

Sudhir A. Shah2011

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Preprintgreen2011

Comparative Riskiness of Random Vector Outcomes

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Decision-Making and Behavioral Economics Probability and Statistical Research Risk and Portfolio Optimization

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References

1982A Theory of Auctions and Competitive Bidding 1969Rules for Ordering Uncertain Prospects 1989Optimal consumption and portfolio policies when asset prices follow a diffusion process 1969The Efficiency Analysis of Choices Involving Risk 1987Optimal Portfolio and Consumption Decisions for a “Small Investor” on a Finite Horizon 2004Stochastic Calculus for Finance II: Continuous-Time Models 1994Controlled markov processes and viscosity solutions 1974Increases in risk and in risk aversion

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Details

Year2011

Typepreprint

Published2011-01-01

VenueSSRN Electronic Journal

ISSN-L1556-5068

Languageen

Citations0

Files0 public / 0

ShelfDecision-Making and Behavioral Economics

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doi10.2139/ssrn.1920618

openalex_workW1602884424

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