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Simplifying and generalizing some efficient frontier and CAPM related results

Ekern, Steinar - Institutt for foretaksøkonomi, Norges Handelshøyskole … - 2007

This paper simplifies, generalizes, extends, surveys and unifies results related to the efficient frontier in portfolio analysis and to asset pricing formulations of the Capital Asset Pricing Model (CAPM) type. It derives the composition and properties of many central portfolios in portfolio...

Persistent link: https://www.econbiz.de/10005206987

Adaptive exponential smoothing revisited

Ekern, Steinar - 1980

Persistent link: https://www.econbiz.de/10002117068

Comparative statics and risk aversion

Ekern, Steinar - In: Economics letters 5 (1980) 2, pp. 125-128

Persistent link: https://www.econbiz.de/10002117075

Consistent rankings based on total and differential amounts under uncertainty

Ekern, Steinar; Bøhren, Øyvind - 1978

Persistent link: https://www.econbiz.de/10002117081

Forecasting with adaptive filtering : a critical reexamination

Ekern, Steinar - 1975

Persistent link: https://www.econbiz.de/10002117096

Generalized comparative statics and risk aversion

Ekern, Steinar - 1978

Persistent link: https://www.econbiz.de/10002117103

Increasing nth degree risk

Ekern, Steinar - In: Economics letters 6 (1980) 4, pp. 329-333

Persistent link: https://www.econbiz.de/10002117104

On approximations to the ratio of two normally distributed random variables

Ekern, Steinar - 1977

Persistent link: https://www.econbiz.de/10002117205

On some problems in applications of the ratio of normally distributed random variables

Ekern, Steinar - 1978

Persistent link: https://www.econbiz.de/10002117213

On the inadequacy of a probabilistic internal rate of return

Ekern, Steinar - 1978 - Rev. ed

Persistent link: https://www.econbiz.de/10002117221

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