Portfolio Choices in the Presence of Other Risks
Work
Year: 1993
Type: article
Abstract: The effects of multivariate risk are examined in a model of portfolio choice. The conditions under which portfolio choices are separable from consumption decisions are derived. Unless the appropriate ... more
Source: Management Science
Institution Hebrew University of Jerusalem
Cites: 12
Cited by: 22
Related to: 10
FWCI: 0.562
Citation percentile (by year/subfield): 83.54
Subfield: Finance
Domain: Social Sciences
Open Access status: green