A portfolio return definition coherent with the investors' preferences (Q5382734)

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scientific article; zbMATH DE number 7067558
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A portfolio return definition coherent with the investors' preferences
scientific article; zbMATH DE number 7067558

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    A portfolio return definition coherent with the investors' preferences (English)
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    18 June 2019
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    conditional expected value
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    investor's preferences
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    performance measures
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    portfolio selection
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