The Effects of Shifts in a Return Distribution on Optimal Portfolios (Q3199162)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Effects of Shifts in a Return Distribution on Optimal Portfolios |
scientific article |
Statements
The Effects of Shifts in a Return Distribution on Optimal Portfolios (English)
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1990
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risky asset
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stochastically dominating shift
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risk aversion
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