Variance aversion implies \(\mu-\sigma^ 2\)-criterion (Q1919075): Difference between revisions
From MaRDI portal
Removed claim: author (P16): Item:Q162045 |
Changed an Item |
||
Property / author | |||
Property / author: Löffler, Andras / rank | |||
Normal rank |
Revision as of 20:25, 9 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Variance aversion implies \(\mu-\sigma^ 2\)-criterion |
scientific article |
Statements
Variance aversion implies \(\mu-\sigma^ 2\)-criterion (English)
0 references
19 January 1997
0 references
traded portfolios
0 references
convex cone
0 references