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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.
SCIMA record nr: 249902
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