PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES (Q3393982)

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PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES
scientific article

    Statements

    title
    PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES (English)
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    author
    Massimo Marinacci
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    Aldo Rustichini
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    Marco Taboga
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    Fabio Maccheroni
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    publication date
    28 August 2009
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    zbMATH Keywords
    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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    Identifiers

    zbMATH DE Number
    5599345
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    OpenAlex ID
    W3125948994
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