meta user
network profile
| bio | website | |
|---|---|---|
| location | Japan | |
| age | ||
| visits | member for | 6 months |
| seen | Mar 22 at 9:48 | |
| stats | profile views | 10 |
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Mar 9 |
asked | Find a paper about portfolio management |
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Mar 9 |
accepted | Comparing Cash Equivalent of risky portfolios |
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Mar 8 |
comment |
Comparing Cash Equivalent of risky portfolios @AlexeyKalmykov If I may ask a question as I am still novice on this topic. In the paper of Chopra and Ziemba that cited as reference, the authors assumed an exponential utility function (in their expected utility framework). Therefore the utility is the same of all investors. Why they need to get rid off utility units (by using CE) since all the portfolios have the same utility units, and as a consequences may be comparable. |
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Mar 7 |
comment |
Comparing Cash Equivalent of risky portfolios Great answer. Sometimes it is surprising to see how that the academic community agreed on stuff without apparent reasons!! |
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Mar 7 |
awarded | Supporter |
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Mar 6 |
revised |
Comparing Cash Equivalent of risky portfolios added 10 characters in body |
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Mar 6 |
asked | Comparing Cash Equivalent of risky portfolios |
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Nov 14 |
awarded | Scholar |
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Nov 14 |
accepted | Is it possible to derive the “risk tolerance” from the portfolio efficient frontier? |
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Nov 14 |
comment |
Is it possible to derive the “risk tolerance” from the portfolio efficient frontier? Exactly, known also as the "risk aversion coefficient". |
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Nov 14 |
awarded | Editor |
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Nov 14 |
revised |
Is it possible to derive the “risk tolerance” from the portfolio efficient frontier? added 16 characters in body |
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Nov 12 |
awarded | Student |
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Nov 12 |
asked | Is it possible to derive the “risk tolerance” from the portfolio efficient frontier? |
