Manchester M13 9PL
University of Manchester - Division of Accounting and Finance
in Total Papers Citations
Portfolio choice, Derived relative risk aversion, Additive background risk, Multiplicative background risk
background risk, HARA utility, income tax, portfolio choice, risk vulnerability
cautiousness, convex transformation of random variables, demand for options, downside risk aversion, strong increases in skewness
cautiousness, demand for corporate bonds, demand for stocks, downside risk aversion
cautiousness, convex transformation of random variables, downside risk aversion, strong increases in skewness
This is a Wiley-Blackwell Publishing paper. Wiley-Blackwell Publishing charges $38.00 .
File name: JORI.
If you wish to purchase the right to make copies of this paper for distribution to others, please select the quantity.
Cookies are used by this site. To decline or learn more, visit our Cookies page.
This page was processed by apollobot1 in 0.360 seconds