Mean Lower Partial Moment Valuation and Lognormally Distributed Returns (Q3779952)
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scientific article; zbMATH DE number 4041565
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Mean Lower Partial Moment Valuation and Lognormally Distributed Returns |
scientific article; zbMATH DE number 4041565 |
Statements
Mean Lower Partial Moment Valuation and Lognormally Distributed Returns (English)
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1988
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capital asset pricing
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mean lower partial moment
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expected risky portfolio return
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optimal portfolio choice
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two-fund portfolio separation
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0.84973073
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0.84859663
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0.8483725
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0.84531444
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0.8451813
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0.84361845
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0.8435603
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