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Among the numerous familiar sets of specific assumptions sufficient to derive mean-variance portfolio behavior from more general expected utility maximization in continuous time, the assumptions of constant relative risk aversion and joint normally distributed asset return assessments are also jointly sufficient to derive asset demand functions with the two desirable (and frequently simply assumed) properties of wealth homogeneity and linearity in expected returns. In addition, in discrete time constant relative risk aversion and joint normally distributed asset return assessments are sufficient to yield linear homogeneous asset demands as approximations if the time unit is small.

Economics. --- Risk.

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Loans, Foreign --- Country risk --- Developing countries. --- Evaluation

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PRENATAL CARE --- PRENATAL EXPOSURE DELAYED EFFECTS --- SOCIAL MEDICINE --- PREGNANCY, HIGH-RISK --- RISK FACTORS --- PRENATAL CARE --- PRENATAL EXPOSURE DELAYED EFFECTS --- SOCIAL MEDICINE --- PREGNANCY, HIGH-RISK --- RISK FACTORS

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Actuarial mathematics --- Risk (Insurance) --- Risk --- Risque (Assurance) --- Risque --- Mathematics --- Mathématiques --- #WBIB:dd.Lic.L.De Busschere --- 519.2 --- 10.01.c --- Probability. Mathematical statistics --- Verzekeringswiskunde ; Risico- en credibiliteitstheorie --- Mathematics. --- 519.2 Probability. Mathematical statistics --- Mathématiques --- Economics --- Uncertainty --- Probabilities --- Profit --- Risk-return relationships --- Insurance --- Risk (Insurance) - Mathematics --- Risk - Mathematics --- Statistique

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Probabilities --- Probability --- Statistical inference --- Combinations --- Mathematics --- Chance --- Least squares --- Mathematical statistics --- Risk --- Probabilities.