Portfolio allocation and asset demand with mean-variance preferences
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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;Western Regional Science Association, pages 645-657.
- repec:eee:ecmode:v:64:y:2017:i:c:p:69-73 is not listed on IDEAS
- Udo Broll & Soumyatanu Mukherjee, 2016. "International trade and risk aversion elasticities," Discussion Papers 2016-17, University of Nottingham, GEP.
- Guo, Xu & Wagener, Andreas & Wong, Wing-Keung & Zhu, Lixing, 2017. "The Two-Moment Decision Model with Additive Risks," MPRA Paper 77625, University Library of Munich, Germany.
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KeywordsMean; Variance; Elasticity of risk aversion; D81;
- D81 - Microeconomics - - Information, Knowledge, and Uncertainty - - - Criteria for Decision-Making under Risk and Uncertainty
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