Comparison of Mean-Variance and Exact Utility Maximization in Stock Portfolio Selection
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Keywordsoptimization; expected utility; skewness; options;
- G11 - Financial Economics - - General Financial Markets - - - Portfolio Choice; Investment Decisions
NEP fieldsThis paper has been announced in the following NEP Reports:
- NEP-ALL-2001-04-11 (All new papers)
- NEP-FIN-2001-04-11 (Finance)
- NEP-FMK-2001-04-11 (Financial Markets)
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