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Comment: “Safety First–An Expected Utility Principle”
Gressis, Nicolas; Remaley, William A. - In: Journal of Financial and Quantitative Analysis 9 (1974) 06, pp. 1057-1061
Persistent link: https://www.econbiz.de/10008471674
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The Effects Of Sample Size And Correlation On The Accuracy Of The Ev Efficiency Criterion
Saniga, Erwin; Gressis, Nicolas; Hayya, Jack - In: Journal of Financial and Quantitative Analysis 14 (1979) 03, pp. 615-628
Persistent link: https://www.econbiz.de/10005139248
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Reply: “Safety First – An Expected Utility Principle”
Levy, Haim; Sarnat, Marshall - In: Journal of Financial and Quantitative Analysis 9 (1974) 06, pp. 1063-1064
Persistent link: https://www.econbiz.de/10008471646
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Safety First — An Expected Utility Principle
Levy, Haim; Sarnat, Marshall - In: Journal of Financial and Quantitative Analysis 7 (1972) 03, pp. 1829-1834
Persistent link: https://www.econbiz.de/10008471688
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A Note on the Implications of Quadratic Utility for Portfolio Theory
Sarnat, Marshall - In: Journal of Financial and Quantitative Analysis 9 (1974) 04, pp. 687-689
Persistent link: https://www.econbiz.de/10008476514
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A Note on Portfolio Selection and Investors' Wealth
Levy, Haim; Sarnat, Marshall - In: Journal of Financial and Quantitative Analysis 6 (1971) 01, pp. 639-642
Persistent link: https://www.econbiz.de/10008476688