Variance aversion implies \(\mu-\sigma^ 2\)-criterion (Q1919075)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Variance aversion implies \(\mu-\sigma^ 2\)-criterion |
scientific article; zbMATH DE number 912335
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Variance aversion implies \(\mu-\sigma^ 2\)-criterion |
scientific article; zbMATH DE number 912335 |
Statements
Variance aversion implies \(\mu-\sigma^ 2\)-criterion (English)
0 references
19 January 1997
0 references
traded portfolios
0 references
convex cone
0 references
0.82283276
0 references
0.81860715
0 references
0.8144888
0 references
0 references
0.81198037
0 references
0.8107988
0 references
0.8093462
0 references
0.80820197
0 references
0.80671287
0 references
