Portfolio Selection with Random Risk Preference

By Turan Bulmus

In this study, I analyzed a single-period portfolio selection problem where the investor maximizes the expected utility of the terminal wealth. The utility function is exponential, but the Pratt-Arrow... This description may be from another edition of this product.

• Format: Paperback
• Language: English
• ISBN: 3838350855
• ISBN13: 9783838350851
• Release Date: March 2010
• Publisher: LAP Lambert Academic Publishing
• Length: 72 Pages
• Weight: 0.26 lbs.
• Dimensions: 0.2" x 6.0" x 9.0"