MATRIX MEASURE OF MULTIVARIATE LOCAL RISK AVERSION

被引：55

作者：

DUNCAN, GT ^{[1
]}

机构：

[1] CARNEGIE MELLON UNIV,PITTSBURGH,PA 15213

来源：

关键词：

D O I：

10.2307/1912680

中图分类号：

F [经济];

学科分类号：

02 ;

摘要：

引用

页码：895 / 903

页数：9

共 17 条

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