The portfolio choice problem: comparison of certainty equivalence and optimal Bayes portfolios (Q4176280): Difference between revisions
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Latest revision as of 23:50, 12 June 2024
scientific article; zbMATH DE number 3610593
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The portfolio choice problem: comparison of certainty equivalence and optimal Bayes portfolios |
scientific article; zbMATH DE number 3610593 |
Statements
The portfolio choice problem: comparison of certainty equivalence and optimal Bayes portfolios (English)
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1978
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Security Returns
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Comparison
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Diffuse Prior
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Optimal Bayes Fortfolios
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Portfolio Choice Problem
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Risk Function
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Certainty Equivalence
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Single Risky Asset
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Predictive Distribution
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