The Fundamental Approximation Theorem of Portfolio Analysis in terms of Means, Variances and Higher Moments.

Researchers James Tobin and Harry Markowitz and many other writers have made valuable contributions to the problem of optimal risk decisions by emphasizing analyses of means and variances. Recently, researchers Karl Borch and Martin Feldstein have re-emphasized the lack of generality of mean-varianc...

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Publicado en:	Review of Economic Studies Vol. 37; no. 4; pp. 537 - 543
Autor principal:	Samuelson, Paul A.
Formato:	Artículo
Publicado:	Oxford University Press / USA Oct70
Materias:	Analysis of variance Mathematical analysis Mathematical statistics Risk Economics Distribution (Probability theory) Probability theory
Acceso en línea:	Ver este registro en EBSCOhost