𝔖 Bobbio Scriptorium
✦   LIBER   ✦

A Note on Feldstein's Criticism of Mean-Variance Analysis: A Reply

✍ Scribed by Martin S. Feldstein

Book ID
125726858
Publisher
John Wiley and Sons
Year
1978
Tongue
English
Weight
168 KB
Volume
45
Category
Article
ISSN
0034-6527

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

A note on Carnap's meaning analysis
A note on Carnap's meaning analysis
✍ Roderick M. Chisholm πŸ“‚ Article πŸ“… 1955 πŸ› Springer Netherlands 🌐 English βš– 220 KB
A note on the kinks at the mean variance
A note on the kinks at the mean variance frontier
✍ J. VΓΆrΓΆs; J. Kriens; L.W.G. Strijbosch πŸ“‚ Article πŸ“… 1999 πŸ› Elsevier Science 🌐 English βš– 92 KB

In this paper the standard portfolio case with short sales restrictions is analyzed. Dybvig pointed out that if there is a kink at a risky portfolio on the ecient frontier, then the securities in this portfolio have equal expected return and the converse of this statement is false. For the existence