Comparison of mean-variance and exact utility maximization in stock portfolio selection
Henrik Amilon
| Year of publication: |
2001
|
|---|---|
| Authors: | Amilon, Henrik |
| Publisher: |
Lund |
| Subject: | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility | Optionsgeschäft | Option trading | Theorie | Theory |
| Extent: | 15 S graph. Darst |
|---|---|
| Series: | Working paper series / Department of Economics, School of Economics and Management, University of Lund. - Lund : [Verlag nicht ermittelbar], ISSN 1101-8062, ZDB-ID 2481127-0. - Vol. 2001,4 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S. 14 - 15 |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10001567685