Inputing Risk Aversion into the Portfolio Workflow

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Jeff Martin
Jeff Martin on 10 Apr 2015
Hi,
I was wondering if anyone had any idea how to input risk aversion into the Portfolio Workflow. I'm trying to solve for the situation where optimisation is constrained (no risk-free asset, no borrowing or lending) and investors have varying degree's of risk aversion.
Any information would be appreciated.
J

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