Stochastic Processes and their Applications · 1984 · 109 citations · 23 references
BusinessFinanceFinancial ManagementInvestment ManagementOptimizationPortfolio ManagementAsset AllocationPortfolio AnalyticsPortfolio DiversificationPortfolio OptimizationPortfolio SelectionPortfolio TheoryDynamic Portfolio ChoiceFund DiversificationOptimal Degree Of DiversificationPortfolio Diversification ReturnRisk Diversification
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Optimum consumption and portfolio rules in a continuous-time model
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Social Sciences, Economics, Finance +16
Risk Aversion in the Small and in the Large
John W. Pratt · Econometrica · 1964 · 4.9K citations
Risk Aversion in the Small and in the Large
John W. Pratt · Econometrica · 1976 · 4.7K citations
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