The generalized harmonic mean and a portfolio problem with dependent assets (Q1367737)
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scientific article; zbMATH DE number 1069680
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The generalized harmonic mean and a portfolio problem with dependent assets |
scientific article; zbMATH DE number 1069680 |
Statements
The generalized harmonic mean and a portfolio problem with dependent assets (English)
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22 July 1998
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single period portfolio problem
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stochastic dominance
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HARA utility function
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IIA property
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independent assets
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generalized harmonic mean
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0.8799698948860168
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0.7554267048835754
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0.7526485323905945
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0.748019814491272
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