Generalized Mean-Variance Tradeoffs for Best Perturbation Corrections to Approximate Portfolio Decisions
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- Paolo Guasoni & Gu Wang, 2015. "Hedge and mutual funds’ fees and the separation of private investments," Finance and Stochastics, Springer, vol. 19(3), pages 473-507, July.
- Thomas Post & Helmut Gründl & Joan T. Schmit & Anja Zimmer, 2014. "The Impact of Investment Behaviour for Individual Welfare," Economica, London School of Economics and Political Science, vol. 81(321), pages 15-47, January.
- Sergio Ortobelli Lozza, 2001. "The classification of parametric choices under uncertainty: analysis of the portfolio choice problem," Theory and Decision, Springer, vol. 51(2), pages 297-328, December.
- Sonntag, Dominik, 2018.
"Die Theorie der fairen geometrischen Rendite
[The Theory of Fair Geometric Returns]," MPRA Paper 87082, University Library of Munich, Germany.
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