Properties of risk aversion estimated from portfolio weights.

MLA

Grant, Andrew, et al. “Properties of Risk Aversion Estimated from Portfolio Weights.” Journal of Asset Management, vol. 25, no. 5, Sept. 2024, pp. 427–44. EBSCOhost, https://doi.org/10.1057/s41260-024-00375-y.

APA

Grant, A., Kwon, O. K., & Satchell, S. (2024). Properties of risk aversion estimated from portfolio weights. Journal of Asset Management, 25(5), 427–444. https://doi.org/10.1057/s41260-024-00375-y

Chicago

Grant, Andrew, Oh Kang Kwon, and Steve Satchell. 2024. “Properties of Risk Aversion Estimated from Portfolio Weights.” Journal of Asset Management 25 (5): 427–44. doi:10.1057/s41260-024-00375-y.