El problema de seleccion de la cartera en un mercado logaritmico-normal con criterio de utilidad R-∈

DOI10.1007/BF02888462MaRDI QIDQ3354496zbMATH OpenOpenAlexFDO

Authors Eduardo Ramos Mendez

Publication date 1983

Published in Trabajos de Estadistica Y de Investigacion Operativa (Search for Journal in Brave)

Full work available at URL https://eudml.org/doc/40708

Mathematics Subject Classification ID

Portfolio theory (91G10)

Cites work

• A Strategy Which Maximizes the Geometric Mean Return on Portfolio Investments
• Conditions of Equivalence Among E-V, SSD, and E-H Portfolio Selection Criteria: The Case for Uniform, Normal and Lognormal Distributions
• El problema de la seleccion de la cartera cuando las rentas tienen distribuciones estables
• scientific article; zbMATH DE number 3644788 (Why is no real title available?)
• Mathematical Programming of Admissible Portfolios
• Optimal Portfolio Decision Making Where the Horizon is Infinite
• Stochastic Dominance Tests for Decreasing Absolute Risk Aversion. I. Discrete Random Variables
• The Efficiency Analysis of Choices Involving Risk

Cited in

(1)

• On formation of security portfolio with uniform distribution by logarithmic criterion and priority risk component

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