PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES (Q3393982): Difference between revisions
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scientific article
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English | PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES |
scientific article |
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PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES (English)
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28 August 2009
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monotone mean-variance
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portfolio selection
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capital asset pricing model
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monotone approximation
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