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A Note on Portfolio Dominance

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Publication:4368673
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DOI10.2307/2971744zbMath0890.90009OpenAlexW2020480057MaRDI QIDQ4368673

Christian Gollier

Publication date: 4 December 1997

Published in: The Review of Economic Studies (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.2307/2971744


zbMATH Keywords

risky assetrisk-free assetportfolio dominance


Mathematics Subject Classification ID


Related Items (5)

A model for the optimal selection of lenders ⋮ On Abel's concept of doubt and pessimism ⋮ Behavioral biases and the representative agent ⋮ Collective risk aversion ⋮ Testing for central dominance: method and application







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