Conditions of Equivalence Among E-V, SSD, and E-H Portfolio Selection Criteria: The Case for Uniform, Normal and Lognormal Distributions

DOI10.1287/mnsc.21.6.617zbMath0318.62088OpenAlexW2035961213MaRDI QIDQ4080630

Nicolas Gressis, George C. Philippatos

Publication date: 1975

Published in: Management Science (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1287/mnsc.21.6.617

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Trade models (91B60)

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