Stocks for the log-run and constant relative risk aversion preferences
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Publication:1740568
DOI10.1016/j.ejor.2019.03.033zbMath1431.91363OpenAlexW2926801913WikidataQ128145559 ScholiaQ128145559MaRDI QIDQ1740568
Publication date: 30 April 2019
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.ejor.2019.03.033
Related Items (2)
Portfolio diversification based on stochastic dominance under incomplete probability information ⋮ Mean-variance hedging in the presence of estimation risk
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