Portfolio allocation and asset demand with mean-variance preferences
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Bibliographic InfoArticle provided by Springer in its journal Theory and Decision.
Volume (Year): 70 (2011)
Issue (Month): 2 (February)
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Web page: http://www.springerlink.com/link.asp?id=100341
Mean; Variance; Elasticity of risk aversion; D81;
Find related papers by JEL classification:
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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- Thomas Eichner & Andreas Wagener, 2003. "Variance Vulnerability, Background Risks, and Mean-Variance Preferences," The Geneva Risk and Insurance Review, Palgrave Macmillan, vol. 28(2), pages 173-184, December.
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- Udo Broll & Antonio Roldán-Ponce & Jack Wahl, 2013. "Regional investment under uncertain costs of location," The Annals of Regional Science, Springer, vol. 51(3), pages 645-657, December.
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