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A generalized measure for the optimal portfolio selection problem and its explicit solution
Zinoviy Landsman
,
Udi Makov
, Tomer Shushi
Department of Statistics
Actuarial Research Center (ARC)
Research output
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Contribution to journal
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peer-review
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Keyphrases
Utility Function
100%
Explicit Solution
100%
Optimal Portfolio Selection
100%
Portfolio Optimization
100%
Generalized Measure
100%
Quotation
33%
Mean Standard Deviation
33%
Novel Class
33%
Efficient Frontier
33%
Sharpe Ratio
33%
National Associations
33%
Mean-variance Efficient Frontier
33%
Mean-variance Utility
33%
Mean-variance
33%
Securities Dealers
33%
Classical Means
33%
One-to-one Correspondence
33%
Economics, Econometrics and Finance
Measure of Dispersion
100%
Portfolio Selection
100%
Optimal Portfolio
100%
Utility Function
75%
Efficient Frontier
50%
Mathematics
Utility Function
100%
Explicit Solution
100%
Mean-Variance
100%
Standard Deviation
33%
Sharpe Ratio
33%
One to one correspondence
33%