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通过确定性等价证明:跨时间分散化在风险调整后表现不如贯穿时间分散化

093054 (E12) Proof by certainty equivalents that diversificationacross-time does worse risk corrected than diversification-throughout-time

Insurance Mathematics and Economics · 1997
被引 2
人大 BABS 3
金融经济学投资组合理论风险管理资产配置