The Generalized Harmonic Mean And A Portfolio Problem With Dependent Assets
AbstractNo abstract is available for this item.
Download InfoIf you experience problems downloading a file, check if you have the proper application to view it first. In case of further problems read the IDEAS help page. Note that these files are not on the IDEAS site. Please be patient as the files may be large.
Bibliographic InfoArticle provided by Springer in its journal Theory and Decision.
Volume (Year): 43 (1997)
Issue (Month): 1 (July)
Contact details of provider:
Web page: http://www.springerlink.com/link.asp?id=100341
Single period portfolio problem; stochastic dominance; HARA utility function; IIA property;
You can help add them by filling out this form.
CitEc Project, subscribe to its RSS feed for this item.
- David A. Hennessy, 2004.
"On Monoculture and the Structure of Crop Rotations,"
Center for Agricultural and Rural Development (CARD) Publications
04-wp369, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- David A. Hennessy, 2006. "On Monoculture and the Structure of Crop Rotations," American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 88(4), pages 900-914.
- Hennessy, David A., 2004. "On Monoculture and the Structure of Crop Rotations," Staff General Research Papers 12004, Iowa State University, Department of Economics.
- Hennessy, David A. & Lapan, Harvey E., 2006.
"On the nature of certainty equivalent functionals,"
Journal of Mathematical Economics,
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.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Guenther Eichhorn) or (Christopher F. Baum).
If references are entirely missing, you can add them using this form.