The Effects of Shifts in a Return Distribution on Optimal Portfolios (Q3199162)
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scientific article; zbMATH DE number 4174624
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | The Effects of Shifts in a Return Distribution on Optimal Portfolios |
scientific article; zbMATH DE number 4174624 |
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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0.853182852268219
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0.8292956352233887
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0.7802329659461975
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0.7790239453315735
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