Stochastic dominance and optimal portfolio (Q5941240)
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scientific article; zbMATH DE number 1635405
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic dominance and optimal portfolio |
scientific article; zbMATH DE number 1635405 |
Statements
Stochastic dominance and optimal portfolio (English)
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20 August 2001
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stochastic dominance
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financial portfolio
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constant relative risk aversion
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two-fund separation
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0.8239402174949646
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0.8137770891189575
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0.8127187490463257
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0.8064918518066406
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