Mean-variance and expected utility: the Borch paradox (Q252755)

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scientific article; zbMATH DE number 6549656
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Mean-variance and expected utility: the Borch paradox
scientific article; zbMATH DE number 6549656

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    Mean-variance and expected utility: the Borch paradox (English)
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    4 March 2016
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    mean-variance
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    expected utility
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    Borch's paradox
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    probability mixture
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    portfolio theory
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    CAPM
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