Asset Proportions in Optimal Portfolios
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Publication:3801285
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- The Effects of Shifts in a Return Distribution on Optimal Portfolios
- Do investors like to diversify? A study of Markowitz preferences
- Increasing convex order of capital allocation with dependent assets under threshold model
- Fractional-degree expectation dependence
- scientific article; zbMATH DE number 5521113 (Why is no real title available?)
- Asset allocation and derivatives
- Strategic asset allocation
- Almost expectation and excess dependence notions
- Joint stochastic orders of high degrees and their applications in portfolio selections
- Testing for positive expectation dependence
- 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
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- 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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