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The Effects of Decision Flexibility in the Hierarchical Investment Decision Process

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Author Info
Winfried Hallerbach, Haikun Ning, Jaap Spronk () (Erasmus University, Rotterdam)

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Abstract

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File URL: http://www.ffe.esc-lille.com/papers/spronk.pdf
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Publisher Info
Article provided by Lille Graduate School of Management in its journal Frontiers in Finance and Economics.

Volume (Year): 1 (2004)
Issue (Month): 1 (June)
Pages: 17-36
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Handle: RePEc:ffe:journl:v:1:y:2004:i:1:p:17-36

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Web page: http://www.ffe.esc-lille.com

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Related research
Keywords: Multi-level decision process; decision flexibility; tracking error analysis; portfolio management;

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Find related papers by JEL classification:
C61 - Mathematical and Quantitative Methods - - Mathematical Methods and Programming - - - Optimization Techniques; Programming Models; Dynamic Analysis
G2 - Financial Economics - - Financial Institutions and Services
G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions

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  1. William F. Sharpe, 1965. "Mutual Fund Performance," Journal of Business, University of Chicago Press, vol. 39, pages 119. [Downloadable!]
  2. Kroll, Yoram & Levy, Haim & Markowitz, Harry M, 1984. " Mean-Variance versus Direct Utility Maximization," Journal of Finance, American Finance Association, vol. 39(1), pages 47-61, March. [Downloadable!] (restricted)
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This page was last updated on 2009-11-13.


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