Variance vulnerability, background risks, and mean-variance preferences

GENEVA Papers on Risk and Insurance Theory

Volumn 28, Issue 2, 2003, Pages 173-184

  Eichner, Thomas ^a   Wagener, Andreas ^b  

^a UNIVERSITY OF SIEGEN   (Germany)

^b UNIVERSITY OF VIENNA   (Austria)

Author keywords

Background risk; Mean variance preferences; Variance vulnerability

Indexed keywords

EID: 1942511359     PISSN: 09264957     EISSN: None     Source Type: Journal    
DOI: 10.1023/A:1026396922206     Document Type: Article

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