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The Expected utility of portfolios of assets
Author: Nielsen, Lars Tyge INSEAD Area: FinanceIn: Journal of Mathematical Economics, vol. 22, 1993 Description: p. 439-461.Type of document: INSEAD ArticleNote: Please ask us for this itemAbstract: This paper describes two models of asset markets and portfolio choice and investigates a number of properties of the indirect utility of portfolios, properties which are needed in demand and equilibrium analysis| Item type | Current location | Call number | Status | Date due | Barcode | Item holds |
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Europe Campus | Available | BC003852 |
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This paper describes two models of asset markets and portfolio choice and investigates a number of properties of the indirect utility of portfolios, properties which are needed in demand and equilibrium analysis
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