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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. 
Доступен в Ebsco, JStore.

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)