A preference foundation for log mean-variance criteria in portfolio choice problems
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Bibliographic InfoArticle provided by Elsevier in its journal Journal of Economic Dynamics and Control.
Volume (Year): 17 (1993)
Issue (Month): 5-6 ()
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- Jan PALCZEWSKI & Klaus Reiner SCHENK-HOPPE, 2008. "Market Selection of Constant Proportions Investment Strategies in Continuous Time," Swiss Finance Institute Research Paper Series 08-29, Swiss Finance Institute.
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