A General Framework for Portfolio Theory—Part I: Theory and Various Models
Utility and risk are two often competing measurements on the investment success. We show that efficient trade-off between these two measurements for investment portfolios happens, in general, on a convex curve in the two-dimensional space of utility and risk. This is a rather general pattern. The mo...
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| Hlavní autoři: | , |
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| Médium: | Artigo |
| Jazyk: | Inglês |
| Vydáno: |
MDPI AG
2018-05-01
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| Edice: | Risks |
| Témata: | |
| On-line přístup: | http://www.mdpi.com/2227-9091/6/2/53 |
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