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.
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.
Explore our content to discover more relevant research
In this issue
Risk Aversion, Noise, and Optimal Investments
Hjördis Hardardottir, Frederik Lundtofte
The Journal of Portfolio Management Apr 2017, 43 (3) 51-59; DOI: 10.3905/jpm.2017.43.3.051
Jump to section
Similar Articles
Cited By...
- No citing articles found.