Mean-Variance and Expected Utility: The Borch Paradox
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References listed on IDEAS
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"Mean-variance vs. full-scale optimization: broad evidence for the U.K,"
2007-016, Federal Reserve Bank of St. Louis.
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More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2013-06-16 (All new papers)
- NEP-HPE-2013-06-16 (History & Philosophy of Economics)
- NEP-UPT-2013-06-16 (Utility Models & Prospect Theory)
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