THE GENERALIZED HARMONIC MEAN AND A PORTFOLIO PROBLEM WITH DEPENDENT ASSETS
| Year of publication: |
1997
|
|---|---|
| Authors: | KIJIMA, MASAAKI |
| Published in: |
Theory and Decision. - Springer. - Vol. 43.1997, 1, p. 71-87
|
| Publisher: |
Springer |
| Subject: | Single period portfolio problem | stochastic dominance | HARA utility function | IIA property |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10009401898