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
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