Portfolio Selection with Monotone Mean-Variance Preferences
Year of publication: |
2004
|
---|---|
Authors: | Maccheroni, Fabio ; Marinacci, Massimo ; Rustichini, Aldo ; Taboga, Marco |
Institutions: | Collegio Carlo Alberto, Università degli Studi di Torino |
Subject: | Mean-Variance Preferences | Optimal Portfolios |
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