The effect of Risk Aversion on the Dynamic Selection of the Optimum Portfolio
Economic agents are constantly making decisions to maximize their expected utilities while accepting some risks. The question is that, how the efficient portfolio of the assets in a specific level of risk is formed to maximize the individual’s utility? To model the behavior of decision m...
| Main Authors: | , , , |
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| Format: | Article |
| Language: | fas |
| Published: |
Allameh Tabataba'i University Press
2011-03-01
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| Series: | Faslnāmah-i Pizhūhish/Nāmah-i Iqtisādī |
| Subjects: | |
| Online Access: | https://joer.atu.ac.ir/article_2573_925bdc9ff86f31cef0c39ab7491f544d.pdf |