Focusing on volatility information instead of portfolio weights as an aid to investor decisions
Crossref DOI link: https://doi.org/10.1007/s10683-017-9537-0
Published Online: 2017-08-16
Published Print: 2018-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Ehm, Christian
Laudenbach, Christine
Weber, Martin
License valid from 2017-08-16