Mean-variance and expected utility: the Borch paradox (Q252755)
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scientific article; zbMATH DE number 6549656
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Mean-variance and expected utility: the Borch paradox |
scientific article; zbMATH DE number 6549656 |
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Mean-variance and expected utility: the Borch paradox (English)
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4 March 2016
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mean-variance
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expected utility
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Borch's paradox
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probability mixture
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portfolio theory
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CAPM
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0.8087074160575867
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0.7453888058662415
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0.7339405417442322
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0.7220415472984314
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0.7212055921554565
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