𝔖 Bobbio Scriptorium
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THE MEAN VARIANCE CRITERION and THE EFFICIENCY FRONTIER

✍ Scribed by HAIM LEVY; MARSHALL SARNAT


Book ID
115201923
Publisher
Oxford University Press
Year
1971
Tongue
English
Weight
323 KB
Volume
9
Category
Article
ISSN
0095-2583

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πŸ“œ SIMILAR VOLUMES


A note on the kinks at the mean variance
✍ 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