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A Comment on Baumol (E, L) Efficient Portfolios

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  • anonymous

Abstract

Baumol [Baumol, W. J. 1963. An expected gain-confidence limit criterion for portfolio selection. Management Sci. (October) 174-182.] has provided a framework which may be useful in utilizing any additional information about the investor's preferences between the expected yield from a portfolio and its variability. However, this usefulness applies only in the case where the investor rejects portfolios containing riskless assets.

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  • anonymous, 1966. "A Comment on Baumol (E, L) Efficient Portfolios," Management Science, INFORMS, vol. 12(7), pages 619-621, March.
  • Handle: RePEc:inm:ormnsc:v:12:y:1966:i:7:p:619-621
    DOI: 10.1287/mnsc.12.7.619
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    Cited by:

    1. Benjamin Lev, 2008. "Book Reviews," Interfaces, INFORMS, vol. 38(4), pages 344-349, August.

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