THE RELATION BETWEEN INVESTOR'S GREEDINESS AND THE ASSET PRICE IN THE MEAN-VARIANCE MARKET

DOI10.15807/JORSJ.40.579zbMATH Open0905.90020OpenAlexW1534486394MaRDI QIDQ4399711

Hiroshi Konno

Publication date: 28 July 1998

Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.15807/jorsj.40.579

zbMATH Keywords

expected rate of returnmean-variance capital market

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Quadratic programming (90C20) Microeconomic theory (price theory and economic markets) (91B24) General equilibrium theory (91B50)

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