On the equivalence between the safety first and min-variance criterion for portfolio selection (Q1162905)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the equivalence between the safety first and min-variance criterion for portfolio selection |
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On the equivalence between the safety first and min-variance criterion for portfolio selection (English)
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1982
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equivalence
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min-variance criterion
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portfolio diversification
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conditions of risk
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minimum variance of returns
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optimal portfolio selection
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safety first criterion
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