Portfolio selection with monotone mean-variance preferences
by Fabio Maccheroni, Massimo Marinacchi, Aldo Rustichini and Marco Taboga
| Year of publication: |
2008
|
|---|---|
| Authors: | Maccheroni, Fabio ; Marinacci, Massimo ; Rustichini, Aldo ; Taboga, Marco |
| Publisher: |
Roma : Banca d'Italia |
| Subject: | Portfolio-Management | Portfolio selection | CAPM | Varianzanalyse | Analysis of variance | Präferenztheorie | Theory of preferences | Theorie | Theory |
| Extent: | 43 S. |
|---|---|
| Series: | Temi di discussione / Banca d'Italia. - Roma, ZDB-ID 2393895-X. - Vol. 664 |
| Type of publication: | Book / Working Paper |
| Type of publication (narrower categories): | Arbeitspapier ; Working Paper ; Graue Literatur ; Non-commercial literature |
| Language: | English |
| Notes: | Literaturverz. S.41-43 |
| Source: | ECONIS - Online Catalogue of the ZBW |
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