Mean-variance versus expected utility in dynamic investment analysis (Q545521)
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scientific article; zbMATH DE number 5911466
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean-variance versus expected utility in dynamic investment analysis |
scientific article; zbMATH DE number 5911466 |
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Mean-variance versus expected utility in dynamic investment analysis (English)
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22 June 2011
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Markovian state price density
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expected utility
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mean variance analysis
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growth optimal portfolio
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the capital asset pricing model
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