An improvement of the parameter certainty equivalence method in portfolio selection
Hiroyuki Kashima
| Year of publication: |
2001
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|---|---|
| Authors: | Kashima, Hiroyuki |
| Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 8.2001, 1, p. 35-43
|
| Subject: | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Theorie | Theory |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Notes: | In: Asia-Pacific financial markets |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001601029