Portfolio Theory for Independent Assets (Q3343713)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Portfolio Theory for Independent Assets |
scientific article |
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Portfolio Theory for Independent Assets (English)
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1984
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independent assets
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independently distributed asset prices
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von Neumann- Morgenstern utility function
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generalized harmonic mean
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optimal portfolio
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independence from irrelevant alternatives
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