✦ LIBER ✦

PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES

✍ Scribed by Fabio Maccheroni; Massimo Marinacci; Aldo Rustichini; Marco Taboga

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

On mean-variance portfolio selection

✍ Dr. Jacques A. Schnabel 📂 Article 📅 1984 🏛 John Wiley and Sons 🌐 English ⚖ 306 KB

Portfolio allocation and asset demand wi

✍ Thomas Eichner; Andreas Wagener 📂 Article 📅 2010 🏛 Springer US 🌐 English ⚖ 207 KB

CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO

✍ Tomasz R. Bielecki; Hanqing Jin; Stanley R. Pliska; Xun Yu Zhou 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 247 KB

Minimax mean-variance models for fuzzy p

✍ Xiaoxia Huang 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 457 KB

Optimal Dynamic Portfolio Selection: Mul

✍ Duan Li; Wan-Lung Ng 📂 Article 📅 2000 🏛 John Wiley and Sons 🌐 English ⚖ 135 KB

Mean-variance models for portfolio selec

✍ Fang-Fang Hao; Yan-Kui Liu 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 859 KB