Elementary proof that mean-variance implies quadratic utility
D. J. Johnstone; D. V. Lindley
| Year of publication: |
2011
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|---|---|
| Authors: | Johnstone, D. J. ; Lindley, Dennis V. |
| Published in: |
Theory and decision : an international journal for multidisciplinary advances in decision science. - Dordrecht [u.a.] : Springer, ISSN 0040-5833, ZDB-ID 189247-2. - Vol. 70.2011, 2, p. 149-155
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| Subject: | Theorie | Theory | Nutzenfunktion | Utility function | Portfolio-Management | Portfolio selection | Nutzen | Utility |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10008904168