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The classification of parametric choices under uncertainty: analysis of the portfolio choice problem

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Publication:1611606
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DOI10.1023/A:1015511211848zbMath1081.91536MaRDI QIDQ1611606

R. Smith

Publication date: 21 August 2002

Published in: Theory and Decision (Search for Journal in Brave)


zbMATH Keywords

portfolio theorydispersion measuresmarket restrictionsparameterized returns


Mathematics Subject Classification ID

Portfolio theory (91G10)


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