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Effects of decision interval on optimal intertemporal portfolios with serially correlated returns
Mitchell, Douglas W. - In: The quarterly review of economics and finance : journal … 41 (2001) 3, pp. 427-438
Persistent link: https://www.econbiz.de/10001603000
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Increasingly mean-seeking utility functions and n-asset portfolios
Gelles, Gregory M.; Mitchell, Douglas W. - In: The quarterly review of economics and finance : journal … 42 (2002) 5, pp. 911-919
Persistent link: https://www.econbiz.de/10001719220
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Ordering utility functions based on mean-seeking behavior
Gelles, Gregory M.; Mitchell, Douglas W. - In: The quarterly review of economics and finance : journal … 39 (1999) 3, pp. 317-328
Persistent link: https://www.econbiz.de/10001433910
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Increasingly mean-seeking utility functions and n-asset portfolios
Gelles, Gregory M.; Mitchell, Douglas W. - In: The quarterly review of economics and finance : journal … 42 (2002) 5, pp. 911-920
Persistent link: https://www.econbiz.de/10007659578
Cover Image
Effects of decision interval on optimal intertemporal portfolios with serially correlated returns
Mitchell, Douglas W. - In: The quarterly review of economics and finance : journal … 41 (2001) 3, pp. 427-439
Persistent link: https://www.econbiz.de/10007669453
Cover Image
Ordering Utility Functions Based On Mean-Seeking Behavior
Gelles, Gregory M.; Mitchell, Douglas W. - In: The quarterly review of economics and finance : journal … 39 (1999) 3, pp. 317-328
Persistent link: https://www.econbiz.de/10007683663
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Comparative Behavior of "More Risk Averse" Agents with Two Risky Assets
Mitchell, Douglas W. - In: The quarterly review of economics and finance : journal … 33 (1993) 2, pp. 171-178
Persistent link: https://www.econbiz.de/10007717580