The fundamental approximation theorem of portfolio analysis in terms of means, variances and higher moments
Опубликовано на портале: 02-09-2003
Review of Economic Studies. 1970. Vol. 37. No. 4. P. 537-42.
Focuses on two general theorems involved in mean-variance analysis. Review of related literature; Applicability of the Tobin-Markowitz analysis of risk-taking in terms of mean and variance; Statement of theorems and computations. (Из Ebsco)