Pages that link to "Item:Q622634"
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The following pages link to Portfolio allocation and asset demand with mean-variance preferences (Q622634):
Displaying 14 items.
- Multiple partial adjustment of portfolios under rational expectations (Q373825) (← links)
- Portfolio selections under mean-variance preference with multiple priors for means and variances (Q525212) (← links)
- Portfolio choice under noisy asset returns (Q673303) (← links)
- Delegated dynamic portfolio management under mean-variance preferences (Q955492) (← links)
- Standardized versus customized portfolio: a compensating variation approach (Q1026546) (← links)
- Macroeconomic environment, money demand and portfolio choice (Q1755268) (← links)
- Portfolio selection and duality under mean variance preferences (Q2276213) (← links)
- Estimating investor preferences towards portfolio return distribution in investment funds (Q2966433) (← links)
- THE RELATION BETWEEN INVESTOR'S GREEDINESS AND THE ASSET PRICE IN THE MEAN-VARIANCE MARKET (Q4399711) (← links)
- Mean-Variance-Instability Portfolio Analysis: A Case of Taiwan's Stock Market (Q4868815) (← links)
- Portfolio choice with skewness preference and wealth-dependent risk aversion (Q5212068) (← links)
- Input Demand Under Joint Energy and Output Prices Uncertainties (Q5359061) (← links)
- Risk aversion, prudence, and asset allocation: a review and some new developments (Q5964213) (← links)
- Co-jumps and recursive preferences in portfolio choices (Q6076757) (← links)