Variance aversion implies \(\mu-\sigma^ 2\)-criterion (Q1919075): Difference between revisions
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scientific article
Language | Label | Description | Also known as |
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English | Variance aversion implies \(\mu-\sigma^ 2\)-criterion |
scientific article |
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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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