Variance aversion implies \(\mu-\sigma^ 2\)-criterion (Q1919075): Difference between revisions

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Latest revision as of 02:09, 20 March 2024

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Variance aversion implies \(\mu-\sigma^ 2\)-criterion
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    Variance aversion implies \(\mu-\sigma^ 2\)-criterion (English)
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    19 January 1997
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    traded portfolios
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    convex cone
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