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The market portfolio may be mean/variance efficient after all
Levy, Moshe; Roll, Richard - In: The review of financial studies 23 (2010) 6, pp. 2464-2491
Persistent link: https://www.econbiz.de/10003976067
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Prospect theory and mean-variance analysis
Levy, Haim; Levy, Moshe - In: The review of financial studies 17 (2004) 4, pp. 1015-1041
Persistent link: https://www.econbiz.de/10002396431
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The Market Portfolio May Be Mean/Variance Efficient After All
Levy, Moshe; Roll, Richard - In: The review of financial studies 23 (2010) 6, pp. 2464-2464
Persistent link: https://www.econbiz.de/10008414412
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The Market Portfolio May Be Mean/Variance Efficient After All
Levy, Moshe; Roll, Richard - In: The review of financial studies 23 (2013) 6, pp. 2464-2463
Persistent link: https://www.econbiz.de/10010114188
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Prospect Theory and Mean-Variance Analysis
Levy, Haim; Levy, Moshe - In: The review of financial studies 17 (2013) 4, pp. 1015-1014
Persistent link: https://www.econbiz.de/10010114547