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Properties of risk aversion estimated from portfolio weights

Crossref DOI link: https://doi.org/10.1057/s41260-024-00375-y

Published Online: 2024-09-22

Published Print: 2024-09

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Grant, Andrew https://orcid.org/0000-0003-1252-6029
Kwon, Oh Kang

Satchell, Steve
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Text and Data Mining valid from 2024-09-01

Version of Record valid from 2024-09-22
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Article History

Revised: 8 August 2024

Accepted: 16 August 2024

First Online: 22 September 2024