Mean-variance efficiency when investors are not required to invest all their money

DOI10.1016/0022-0531(90)90093-YzbMath0686.90008MaRDI QIDQ1262816

Hans Ehrbar

Publication date: 1990

Published in: Journal of Economic Theory (Search for Journal in Brave)

zbMATH Keywords

mean-variance dominancelowest-return portfolios

Mathematics Subject Classification ID

Related Items (3)

Better than pre-commitment mean-variance portfolio allocation strategies: a semi-self-financing Hamilton-Jacobi-Bellman equation approach ⋮ A REVISED GEOMETRY OF MEAN‐VARIANCE EFFICIENT PORTFOLIOS ⋮ Portfolio selection with exploration of new investment assets

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