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Estimating Probabilities Relevant to Calculating Relative Risk-Corrected Returns of Alternative Portfolios

✍ Scribed by Paul A. Samuelson

Book ID: 110357160
Publisher: Springer
Year: 1997
Tongue: English
Weight: 79 KB
Volume: 15
Category: Article
ISSN: 0895-5646
DOI: 10.1023/a:1017175006955

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Estimating Probabilities Relevant to Cal

Estimating Probabilities Relevant to Calculating Relative Risk-Corrected Returns of Alternative Portfolios

✍ Paul A. Samuelson 📂 Article 📅 1997 🏛 Springer 🌐 English ⚖ 79 KB

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In making all-or-none choices between alternative securities, Samuelson (1997b) suggested that investors of different risk-aversion should calculate from past samples of those securities their relevant Harmonic Means, or Geometric Means, or other associative means representative of their respective