Risk Containment for Investors with Multivariate Utility Functions

• 28 February 1998
• journal article
• Published by With Intelligence LLC in The Journal of Derivatives
• Vol. 5  (3) , 28-44
• https://doi.org/10.3905/jod.1998.407996

Abstract

Keywords

• RISK CONTAINMENT
• MULTIVARIATE UTILITY
• UTILITY FUNCTIONS
• CONTAINMENT FOR INVESTORS