THE GENERALIZED HARMONIC MEAN AND A PORTFOLIO PROBLEM WITH DEPENDENT ASSETS
Year of publication: |
1997
|
---|---|
Authors: | KIJIMA, MASAAKI |
Published in: |
Theory and Decision. - Springer. - Vol. 43.1997, 1, p. 71-87
|
Publisher: |
Springer |
Subject: | Single period portfolio problem | stochastic dominance | HARA utility function | IIA property |
-
Hein, Maren, (2022)
-
Aggregate Oligopoly Games with Entry
Anderson, Simon P, (2013)
-
Testing classic theories of migration in the lab
Batista, Catia, (2021)
- More ...
-
Discussion of “Virtual age, is it real?”
Kijima, Masaaki, (2020)
-
A consumption-investment problem with production possibilities
Kabanov, Jurij M., (2006)
-
Kijima, Masaaki, (2009)
- More ...