The Optimal Selection of Small Portfolios
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- Kapteyn, Arie & Teppa, Federica, 2011.
"Subjective measures of risk aversion, fixed costs, and portfolio choice,"
Journal of Economic Psychology,
Elsevier, vol. 32(4), pages 564-580, August.
- Arie Kapteyn & Federica Teppa, 2009. "Subjective Measures of Risk Aversion, Fixed Costs, and Portfolio Choice," DNB Working Papers 216, Netherlands Central Bank, Research Department.
- Sankaran, Jayaram K. & Patil, Ajay A., 1999. "On the optimal selection of portfolios under limited diversification," Journal of Banking & Finance, Elsevier, vol. 23(11), pages 1655-1666, November.
- White, D.J., 1998. "Epsilon-dominating solutions in mean-variance portfolio analysis," European Journal of Operational Research, Elsevier, vol. 105(3), pages 457-466, March.
More about this item
KeywordsMarkowitz efficiency; negative beta -coefficients; implicit enumeration; dynamic programming;
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