"Boundaries of the risk aversion coefficient: Should we invest in the ..."

Taras Bodnar, Yarema Okhrin (2013)

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DOI: 10.1016/J.AMC.2012.11.049

access: closed

type: Journal Article

metadata version: 2020-02-21

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Taras Bodnar, Yarema Okhrin:
Boundaries of the risk aversion coefficient: Should we invest in the global minimum variance portfolio? Appl. Math. Comput. 219(10): 5440-5448 (2013)

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