Is mean-variance analysis applicable to hedge funds? (Q1277714): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / cites work | |||
| Property / cites work: GROWTH-OPTIMAL PORTFOLIO RESTRICTIONS ON ASSET PRICING MODELS / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Substitution, Risk Aversion, and the Temporal Behavior of Consumption and Asset Returns: A Theoretical Framework / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1016/s0165-1765(98)00140-2 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2013401378 / rank | |||
Normal rank | |||
Latest revision as of 11:31, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Is mean-variance analysis applicable to hedge funds? |
scientific article |
Statements
Is mean-variance analysis applicable to hedge funds? (English)
0 references
2 March 1999
0 references
hedge funds
0 references
mean-variance analysis
0 references
Taylor-series approximation
0 references
risk version
0 references
