The Generalized Harmonic Mean And A Portfolio Problem With Dependent Assets
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Bibliographic InfoArticle provided by Springer in its journal Theory and Decision.
Volume (Year): 43 (1997)
Issue (Month): 1 (July)
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Web page: http://www.springerlink.com/link.asp?id=100341
Single period portfolio problem; stochastic dominance; HARA utility function; IIA property;
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- Hennessy, David A. & Lapan, Harvey E., 2006.
"On the nature of certainty equivalent functionals,"
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Elsevier, vol. 43(1), pages 1-10, December.
- Cheung, Ka Chun & Yang, Hailiang, 2004. "Ordering optimal proportions in the asset allocation problem with dependent default risks," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 595-609, December.
- David A. Hennessy, 2004.
"On Monoculture and the Structure of Crop Rotations,"
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- Hennessy, David A., 2004. "On Monoculture and the Structure of Crop Rotations," Staff General Research Papers 12004, Iowa State University, Department of Economics.
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