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Safety-First, Stochastic Dominance, and Optimal Portfolio Choice
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 13 / Issue 2 / June 1978
- Published online by Cambridge University Press:
- 06 April 2009, pp. 255-271
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- June 1978
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Abstract: Capital Market Equilibrium in a Mean-Lower Partial Moment Framework
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 12 / Issue 4 / November 1977
- Published online by Cambridge University Press:
- 19 October 2009, p. 635
- Print publication:
- November 1977
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Abstract: The Effect of Limited Information and Estimation Risk on Optimal Portfolio Diversification
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 12 / Issue 4 / November 1977
- Published online by Cambridge University Press:
- 19 October 2009, p. 669
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- November 1977
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Abstract–The Effect of Estimation Risk on Optimal Portfolio Choice under Uncertainty
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- Journal:
- Journal of Financial and Quantitative Analysis / Volume 10 / Issue 4 / November 1975
- Published online by Cambridge University Press:
- 19 October 2009, p. 559
- Print publication:
- November 1975
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