The generalized harmonic mean and a portfolio problem with dependent assets
type: Item
instance of: scholarly article
title: The generalized harmonic mean and a portfolio problem with dependent assets
zbMATH Open document ID: 0893.90014
DOI: 10.1023/A:1004918708964
author: Masaaki Kijima
published in: Theory and Decision
publication date: 1998-07-22T00:00:00Z
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1069680
zbMATH Keywords: single period portfolio problem
zbMATH Keywords: stochastic dominance
zbMATH Keywords: HARA utility function
zbMATH Keywords: IIA property
zbMATH Keywords: independent assets
zbMATH Keywords: generalized harmonic mean
MaRDI profile type: Publication
full work available at URL: a:1004918708964
OpenAlex ID: W1545871096
description: scientific article; zbMATH DE number 1069680