Mean-Variance and Expected Utility: The Borch Paradox
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References listed on IDEAS
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Grant, Andrew & Johnstone, David & Kwon, Oh Kang, 2019. "The cost of capital in a prediction market," International Journal of Forecasting, Elsevier, vol. 35(1), pages 313-320.
- Z. Landsman & U. Makov & T. Shushi, 2020. "Portfolio Optimization by a Bivariate Functional of the Mean and Variance," Journal of Optimization Theory and Applications, Springer, vol. 185(2), pages 622-651, May.
More about this item
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-HPE-2013-06-16 (History & Philosophy of Economics)
- NEP-UPT-2013-06-16 (Utility Models & Prospect Theory)
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