Mean Lower Partial Moment Valuation and Lognormally Distributed Returns
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Publication:3779952
DOI10.1287/mnsc.34.4.446zbMath0638.90008MaRDI QIDQ3779952
Publication date: 1988
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.34.4.446
capital asset pricing; optimal portfolio choice; expected risky portfolio return; mean lower partial moment; two-fund portfolio separation
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