Olivier Menouken Pamen

University of Liverpool

Liverpool

United Kingdom

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Scholarly Papers (1)

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On the Optimal Investment

Number of pages: 19 Posted: 14 Jun 2016
José Manuel Corcuera, José Fajardo and Olivier Menouken Pamen
University of Barcelona, Getulio Vargas Foundation and University of Liverpool
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Abstract:

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Expected Utility, Prospect Theory, Risk Aversion, Law invariant preferences, Growth Optimal Portfolio, Portfolio Numeraire