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A General Mean-Variance Approximation to Expected Utility for Short Holding Periods

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Author Info
Pulley, Lawrence B.
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Article provided by Cambridge University Press in its journal Journal of Financial and Quantitative Analysis.

Volume (Year): 16 (1981)
Issue (Month): 03 (September)
Pages: 361-373
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Handle: RePEc:cup:jfinqa:v:16:y:1981:i:03:p:361-373_00

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