Utility theory, capital asset allocation, and Markowitz portfolio selection model
Year of publication: |
2024
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Authors: | Lee, Cheng F. |
Published in: |
Handbook of investment analysis, portfolio management, and financial derivatives ; Volume 4. - New Jersey : World Scientific, ISBN 978-981-12-6325-5. - 2024, p. 2901-2943
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Subject: | Asset allocation | Concave utility function | Indifference curve | Lagrangian objective function | Linear utility function | Risk aversion | Short selling | Utility theory | Utility function | Portfolio-Management | Portfolio selection | Nutzenfunktion | Nutzen | Utility | Nutzentheorie | Risikoaversion |
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