Risk Aversion, Noise, and Optimal Investments

Hjördis Hardardottir; Frederik Lundtofte

doi:10.3905/jpm.2017.43.3.051

Article

Risk Aversion, Noise, and Optimal Investments

Hjördis Hardardottir and Frederik Lundtofte

The Journal of Portfolio Management Spring 2017, 43 (3) 51-59; DOI: https://doi.org/10.3905/jpm.2017.43.3.051

Hjördis Hardardottir

is a PhD student in the Department of Economics at Lund University in Lund, Sweden.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site

Frederik Lundtofte

is a director at the Knut Wicksell Centre for Financial Studies and an associate professor in the Department of Economics at Lund University in Lund, Sweden.

Find this author on Google Scholar
Find this author on PubMed
Search for this author on this site
For correspondence: frederik.lundtofte@nek.lu.se

Article
Info & Metrics
PDF (Subscribers Only)

PreviousNext

Explore our content to discover more relevant research

By topic
Across journals
From the experts
Monthly highlights
Special collections

In this issue

The Journal of Portfolio Management

Vol. 43, Issue 3

Spring 2017

Table of Contents
Index by author

Download PDF

Article Alerts

User Name *

Password *

Email *

Email Article

Thank you for your interest in spreading the word on The Journal of Portfolio Management.

NOTE: We only request your email address so that the person you are recommending the page to knows that you wanted them to see it, and that it is not junk mail. We do not capture any email address.

Your Email *

Your Name *

Send To *

Enter multiple addresses on separate lines or separate them with commas.

You are going to email the following Risk Aversion, Noise, and Optimal Investments

Message Subject (Your Name) has sent you a message from The Journal of Portfolio Management

Message Body (Your Name) thought you would like to see the The Journal of Portfolio Management web site.

Your Personal Message

CAPTCHA

This question is for testing whether or not you are a human visitor and to prevent automated spam submissions.

Citation Tools

Risk Aversion, Noise, and Optimal Investments