Risk Aversion and Wealth Effects on Portfolios with Many Assets

D. Cass; Joseph E. Stiglitz

doi:10.2307/2296363

← Search

Risk Aversion and Wealth Effects on Portfolios with Many Assets

D. Cass¹; Joseph E. Stiglitz²

¹ Carnegie Mellon University · ² Yale University

Review of Economic Studies 1972

D. Cass, J. E. Stiglitz; Risk Aversion and Wealth Effects on Portfolios with Many Assets12, The Review of Economic Studies, Volume 39, Issue 3, 1 July 1972

DOI: 10.2307/2296363
Volume: 39 (3)
Pages: 331
Export: BibTeX
Sources: openalex crossref