Mean-variance efficiency of optimal power and logarithmic utility portfolios (Q2024117)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance efficiency of optimal power and logarithmic utility portfolios |
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Mean-variance efficiency of optimal power and logarithmic utility portfolios (English)
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3 May 2021
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optimal portfolio selection
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power utility
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log-normal distribution
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mean-variance analysis
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logarithmic utility
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