Taylor series approximations to expected utility and optimal portfolio choice
Year of publication: |
2011
|
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Authors: | Garlappi, Lorenzo ; Skoulakis, Georgios |
Published in: |
Mathematics and financial economics. - Berlin : Springer, ISSN 1862-9679, ZDB-ID 2389728-4. - Vol. 5.2011, 2, p. 121-156
|
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Erwartungsnutzen | Expected utility |
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