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| Author: | Mitchell, D. W. Gelles, G. M. |
| Title: | Risk-value models: restrictions and applications |
| Journal: | European Journal of Operational Research
2003 : FEB, VOL. 145:1, p. 109-120 |
| Index terms: | Decision theory Risk analysis Utility theory |
| Language: | eng |
| Abstract: | Implications for absolute and relative risk aversion are considered, and the usefulness of the approach is demonstrated with applications to portfolio theory of the firm. |
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