El problema de seleccion de la cartera en un mercado logaritmico-normal con criterio de utilidad R-∈
From MaRDI portal
Publication:3354496
DOI10.1007/BF02888462zbMath0729.90502MaRDI QIDQ3354496
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
91G10: Portfolio theory
Cites Work
- Unnamed Item
- El problema de la seleccion de la cartera cuando las rentas tienen distribuciones estables
- Stochastic Dominance Tests for Decreasing Absolute Risk Aversion. I. Discrete Random Variables
- Optimal Portfolio Decision Making Where the Horizon is Infinite
- Conditions of Equivalence Among E-V, SSD, and E-H Portfolio Selection Criteria: The Case for Uniform, Normal and Lognormal Distributions
- Mathematical Programming of Admissible Portfolios
- A Strategy Which Maximizes the Geometric Mean Return on Portfolio Investments
- The Efficiency Analysis of Choices Involving Risk