- Location
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Deutsche Nationalbibliothek Frankfurt am Main
- Extent
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Online-Ressource
- Language
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Englisch
- Bibliographic citation
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Mean-variance efficiency and intertemporal price for risk ; 2000/35
CoFE discussion papers / Zentrum für Finanzen und Ökonometrie ; 2000/35
- Classification
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Wirtschaft
- Creator
- URN
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urn:nbn:de:bsz:352-opus-6184
- Rights
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Der Zugriff auf das Objekt ist unbeschränkt möglich.
- Last update
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14.08.2025, 10:50 AM CEST
Data provider
This object is provided by:
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Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.
Associated
Other Objects (12)
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Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings
Mean-variance efficiency of optimal power and logarithmic utility portfolios
Mean variance hedging in the presence of additionally observed market prices
Mean-Variance Space for Evaluations
Optimal mean-variance portfolio selection
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Mean-Variance Efficiency and Intertemporal Price for Risk
Intertemporal mean-variance efficiency with a Markovian state price density
A comparison of mean-variance efficiency tests
A comparison of mean-variance efficiency tests
Mean-variance portfolio efficiency under leverage aversion and trading impact
Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings
Mean-variance efficiency of optimal power and logarithmic utility portfolios
Mean variance hedging in the presence of additionally observed market prices
Mean-Variance Space for Evaluations
Optimal mean-variance portfolio selection
Optimierung eines Mean-Variance Portfolios
Inequalities involving Dresher variance mean
Mean-Variance Efficiency and Intertemporal Price for Risk
Intertemporal mean-variance efficiency with a Markovian state price density
A comparison of mean-variance efficiency tests
A comparison of mean-variance efficiency tests
Mean-variance portfolio efficiency under leverage aversion and trading impact
Bootstrap Tests of Mean-Variance Efficiency with Multiple Portfolio Groupings
Mean-variance efficiency of optimal power and logarithmic utility portfolios
Mean variance hedging in the presence of additionally observed market prices
Mean-Variance Space for Evaluations
Optimal mean-variance portfolio selection
Optimierung eines Mean-Variance Portfolios