How suboptimal are linear sharing rules?
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Publication:315471
DOI10.1007/s10436-016-0279-3zbMath1398.91528OpenAlexW2357091084MaRDI QIDQ315471
Bjarne Astrup Jensen, Jørgen Aase Nielsen
Publication date: 21 September 2016
Published in: Annals of Finance (Search for Journal in Brave)
Full work available at URL: https://research-api.cbs.dk/ws/files/45060975/bjarne_astrup_jensen_how_suboptimal_are_linear_sharing_rules.pdf
constrained portfolio choicelinear sharing rulesPareto optimal sharing rulessuboptimal sharing rules
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