A negative report on the ‘near optimality’ of the max-expected-log policy as applied to bounded utilities for long lived programs

DOI10.1016/0304-405X(74)90011-7MaRDI QIDQ5452377zbMATH OpenFDO

Authors M. Barry Goldman

Publication date 3 April 2008

Published in Journal of Financial Economics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/0304-405X(74)90011-7

Mathematics Subject Classification ID

Portfolio theory (91G10)

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(4)

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• A preference foundation for log mean-variance criteria in portfolio choice problems

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