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~subject:"Portfolio-Management"
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Samuelson, Paul Anthony
11
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The collected scientific papers of Paul A. Samuelson ; Vol. 3
5
Journal of risk and uncertainty : JRU
3
The collected scientific papers of Paul A. Samuelson ; Vol. 4
2
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ECONIS (ZBW)
11
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Proof by certainty equivalents that diversification-across-time does worse, risk corrected, than diversification-throughout-time
Samuelson, Paul Anthony
- In:
Journal of risk and uncertainty : JRU
14
(
1997
)
2
,
pp. 129-142
Persistent link: https://www.econbiz.de/10001223437
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2
Estimating probabilities relevant to calculating relative risk-corrected returns of alternative portfolios
Samuelson, Paul Anthony
- In:
Journal of risk and uncertainty : JRU
15
(
1997
)
3
,
pp. 191-200
Persistent link: https://www.econbiz.de/10001233813
Saved in:
3
How best to flip-flop if you must : integer dynamic stochastic programming for either-or
Samuelson, Paul Anthony
- In:
Journal of risk and uncertainty : JRU
15
(
1997
)
3
,
pp. 183-190
Persistent link: https://www.econbiz.de/10001233817
Saved in:
4
Generalized mean variance tradeoffs for best perturbation corrections to approximate portfolio decisions
Samuelson, Paul Anthony
-
1979
Persistent link: https://www.econbiz.de/10001260184
Saved in:
5
Fallacy of the log normal approximation to optimal portfolio decision making over many periods
Merton, Robert C.
-
1979
Persistent link: https://www.econbiz.de/10001260185
Saved in:
6
Investment portfolio decision-making
Bicksler, James L.
(
ed.
); …
-
1974
Persistent link: https://www.econbiz.de/10000057063
Saved in:
7
The "fallacy" of maximizing the geometric mean in long sequences of investing or gambling : (maximum geometric mean strategy - uniform strategies - asymptotically sufficient parame...
Samuelson, Paul Anthony
-
1972
Persistent link: https://www.econbiz.de/10001260018
Saved in:
8
Lifetime portfolio selection by dynamic stochastic programming
Samuelson, Paul Anthony
-
1972
Persistent link: https://www.econbiz.de/10001260022
Saved in:
9
The fundamental approximation theorem of portfolio analysis in terms of means, variances and higher moments
Samuelson, Paul Anthony
-
1972
Persistent link: https://www.econbiz.de/10001260024
Saved in:
10
Efficient portfolio selection for Pareto-Levy investments
Samuelson, Paul Anthony
-
1972
Persistent link: https://www.econbiz.de/10001260027
Saved in:
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