Portfolio selection models with new negative exponential expected utilities (Q2825050)
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scientific article; zbMATH DE number 6635476
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio selection models with new negative exponential expected utilities |
scientific article; zbMATH DE number 6635476 |
Statements
6 October 2016
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negative exponential expected utility
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market frictions
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portfolio optimization
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performance ratio
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Portfolio selection models with new negative exponential expected utilities (English)
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0.7647525072097778
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0.7630572319030762
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0.759717583656311
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0.7482437491416931
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