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Yuming Li
Information about the author Yuming Li will soon be added to the site.
Found
3 papers
in total
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Growth-security investment strategy for long and short runs
1993
It is well known that the investment policy maximizing the expected logarithm of...
Univariate and multivariate measures of risk aversion and risk premiums
1993
This paper develops univariate and multivariate measures of risk aversion for...
Characterizations of optimal portfolios by univariate and multivariate risk aversion
1989
In a portfolio selection model with two risky investments having bivariate normally...
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