Mean Lower Partial Moment Valuation and Lognormally Distributed Returns (Q3779952)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mean Lower Partial Moment Valuation and Lognormally Distributed Returns |
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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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