On the computation of optimal monotone mean–variance portfolios via truncated quadratic utility
| Year of publication: |
2012
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|---|---|
| Authors: | Černý, Aleš ; Maccheroni, Fabio ; Marinacci, Massimo ; Rustichini, Aldo |
| Published in: |
Journal of mathematical economics. - Amsterdam [u.a.] : Elsevier, ISSN 0304-4068, ZDB-ID 2176257. - Vol. 48.2012, 6, p. 386-396
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