The portfolio choice problem: comparison of certainty equivalence and optimal Bayes portfolios (Q4176280)

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scientific article; zbMATH DE number 3610593
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The portfolio choice problem: comparison of certainty equivalence and optimal Bayes portfolios
scientific article; zbMATH DE number 3610593

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    The portfolio choice problem: comparison of certainty equivalence and optimal Bayes portfolios (English)
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    1978
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    Security Returns
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    Comparison
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    Diffuse Prior
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    Optimal Bayes Fortfolios
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    Portfolio Choice Problem
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    Risk Function
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    Certainty Equivalence
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    Single Risky Asset
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    Predictive Distribution
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