Performance Evaluation, Portfolio Selection, and HARA Utility
Year of publication: |
2006
|
---|---|
Authors: | Breuer, Wolfgang ; Gurtler, Marc |
Published in: |
The European Journal of Finance. - Taylor & Francis Journals, ISSN 1351-847X. - Vol. 12.2006, 8, p. 649-669
|
Publisher: |
Taylor & Francis Journals |
Subject: | HARA utility | performance evaluation | portfolio selection | skewness |
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