Portfolio selection and duality under mean variance preferences (Q2276213)
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scientific article; zbMATH DE number 5934634
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio selection and duality under mean variance preferences |
scientific article; zbMATH DE number 5934634 |
Statements
Portfolio selection and duality under mean variance preferences (English)
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1 August 2011
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mean
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variance
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Slutsky equation
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substitution effect
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0.8460961580276489
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0.7979143261909485
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0.7920180559158325
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0.7906422019004822
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0.7734086513519287
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