What is the Opportunity Cost of Mean-Variance Investment Strategies? (Q4274642)
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scientific article; zbMATH DE number 482402
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | What is the Opportunity Cost of Mean-Variance Investment Strategies? |
scientific article; zbMATH DE number 482402 |
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What is the Opportunity Cost of Mean-Variance Investment Strategies? (English)
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2 January 1994
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finance
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portfolio selection
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Pearson type three distribution
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mean- variance investment strategies
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degree of risk aversion
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