Pages that link to "Item:Q4274642"
From MaRDI portal
The following pages link to What is the Opportunity Cost of Mean-Variance Investment Strategies? (Q4274642):
Displaying 13 items.
- Employee stock ownership and diversification (Q993714) (← links)
- Goal programming models and their duality relations for use in evaluating security portfolio and regression relations (Q1278699) (← links)
- The likelihood of various stock market return distributions. I: Principles of inference (Q1360231) (← links)
- Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
- More possessions, more worry (Q1751286) (← links)
- Auctioning risk: the all-pay auction under mean-variance preferences (Q2143884) (← links)
- Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) (← links)
- Mean-variance approximations to expected utility (Q2514706) (← links)
- The opportunity cost of mean-variance choice under estimation risk (Q2514709) (← links)
- What is the time value of a stream of investments? (Q3367754) (← links)
- Portfolio optimization under the generalized hyperbolic distribution: optimal allocation, performance and tail behavior (Q4991068) (← links)
- Portfolio optimization under a generalized hyperbolic skewed<i>t</i>distribution and exponential utility (Q5001187) (← links)
- GDP-linked bonds as a new asset class (Q6657692) (← links)
