Risk Aversion and Wealth Effects on Portfolios with Many Assets

• 1 July 1972
• journal article
• Published by Oxford University Press (OUP) in The Review of Economic Studies
• Vol. 39  (3) , 331-354
• https://doi.org/10.2307/2296363

Abstract

Keywords

• WEALTH EFFECTS
• EFFECTS ON PORTFOLIOS
• AVERSION
• CASS
• ECONOMIC STUDIES
• STIGLITZ
• ASSETS12