Asset Proportions in Optimal Portfolios
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Publication:3801285
DOI10.2307/2297395zbMATH Open0654.90004OpenAlexW2078584482MaRDI QIDQ3801285FDOQ3801285
Authors: Josef Hadar, Tae Kun Seo 
Publication date: 1988
Published in: Review of Economic Studies (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.2307/2297395
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Cited In (28)
- Characterizations of Optimal Portfolios by Univariate and Multivariate Risk Aversion
- Making inefficient market indices efficient
- Asset allocation using reliability method
- Increasing convex order of capital allocation with dependent assets under threshold model
- The Effects of Shifts in a Return Distribution on Optimal Portfolios
- Higher-degree stochastic dominance optimality and efficiency
- Do investors like to diversify? A study of Markowitz preferences
- Fractional-degree expectation dependence
- Title not available (Why is that?)
- Asset allocation and derivatives
- Testing for positive expectation dependence
- Strategic asset allocation
- Almost expectation and excess dependence notions
- Joint stochastic orders of high degrees and their applications in portfolio selections
- Preservation of WSAI under default transforms and its application in allocating assets with dependent realizable returns
- PORTFOLIO SELECTION PROBLEMS VIA THE BIVARIATE CHARACTERIZATION OF STOCHASTIC DOMINANCE RELATIONS
- Portfolio allocation problems between risky and ambiguous assets
- Increasing risk, decreasing absolute risk aversion and diversification
- On allocations to portfolios of assets with statistically dependent potential risk returns
- Risk aversion, prudence, and asset allocation: a review and some new developments
- Asset proportions in optimal portfolios with dependent default risks
- Notions of multivariate dependence and their applications in optimal portfolio selections with dependent risks
- Normally distributed admissible choices are optimal
- Optimal privatization portfolios in the presence of arbitrary risk aversion
- A note on asset proportions, stochastic dominance, and the 50\% rule
- General linear formulations of stochastic dominance criteria
- Non-diversified portfolios with subjective expected utility
- Demand for risky financial assets: A portfolio analysis
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