A note on the mean-variance criteria for discrete time financial markets (Q2508065)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on the mean-variance criteria for discrete time financial markets |
scientific article |
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A note on the mean-variance criteria for discrete time financial markets (English)
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9 October 2006
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Mean-variance portfolio selection
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measure of risk
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expected utility maximization
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trinomial tree model
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