Portfolio allocation and asset demand with mean-variance preferences
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Publication:622634
DOI10.1007/s11238-010-9217-4zbMath1274.91377OpenAlexW2067070394MaRDI QIDQ622634
Andreas Wagener, Thomas Eichner
Publication date: 3 February 2011
Published in: Theory and Decision (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11238-010-9217-4
Related Items (2)
Input Demand Under Joint Energy and Output Prices Uncertainties ⋮ Portfolio selection and duality under mean variance preferences
Cites Work
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- The Effects of Shifts in a Return Distribution on Optimal Portfolios
- Decreasing Risk Aversion and Mean-Variance Analysis
- Optimal Portfolios with One Safe and One Risky Asset: Effects of Changes in Rate of Return and Risk
- The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns
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