Taylor series approximations to expected utility and optimal portfolio choice
Lorenzo Garlappi; Georgios Skoulakis
| Year of publication: |
2011
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|---|---|
| Authors: | Garlappi, Lorenzo ; Skoulakis, Georgios |
| Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 5.2011, 2, p. 121-156
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| Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Erwartungsnutzen | Expected 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/10009315536