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Efficiency analysis of choices involving risk

Опубликовано на портале: 07-02-2003
Review of Economic Studies. 1969.  Vol. 36. No. 3. P. 335-46. 
Presents an efficiency analysis of choices involving risk in portfolio selection. Description of a necessary and sufficient condition of efficiency; Computations for the optimal efficiency criterion in the presence of general risk aversion; Analysis of the conditions under which the mean-variance criterion is a valid efficiency criterion. (Из Ebsco)

Доступен в Ebsco, JStore.
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