Work

Chapter 19 Dynamic Portfolio Choice and Risk Aversion

Year: 2007

Type: book-chapter

Source: Handbooks in operations research and management science

DOI: 10.1016/s0927-0507(07)15019-2

Author: Costis Skiadas

Institution: Northwestern University

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1585008710

FWCI: 3.498

Cites: 128

Cited by: 15

Related to: 10