The Effect on Optimal Portfolios of Changing the Return to a Risky Asset: The Case of Dependent Risky Returns
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- Dachraoui, K. & Dionne, G., 1998.
"Portfolio Response to a Shift in a Return Distribution: Comment,"
Ecole des Hautes Etudes Commerciales de Montreal-
98-08, Ecole des Hautes Etudes Commerciales de Montreal-Chaire de gestion des risques..
- Dachraoui, K. & Dionne, G., 1998. "Portfolio Response to a Shift in a Return Distribution: Comment," Papers 9821, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
- Dachraoui, Kais & Dionne, Georges, 1998. "Portfolio response to a shift in a return distribution: Comment," Working Papers 98-8, HEC Montreal, Canada Research Chair in Risk Management.
- K. Dachraoui & G. Dionne, 1998. "Portfolio response to a shift in a return distribution : comment," THEMA Working Papers 98-21, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Dionne, G. & Gagnon, F. & Dachraoui, K., 1997.
"Increases in Risk and Optimal Portfolio,"
Papers
9729, Paris X - Nanterre, U.F.R. de Sc. Ec. Gest. Maths Infor..
- Dionne, Georges & Gagnon, François & Dachraoui, Kaïs, 1998. "Increases in risk and optimal portfolio," Working Papers 97-11, HEC Montreal, Canada Research Chair in Risk Management.
- G. Dionne & F. Gagnon & K. Dachraoui, 1997. "Increases in risk and optimal portfolio," THEMA Working Papers 97-29, THEMA (THéorie Economique, Modélisation et Applications), Université de Cergy-Pontoise.
- Weiyong Yang, 2007. "Institutional Reforms, Agricultural Risks and Agro-Industrial Diversification in Rural China," Journal of the Asia Pacific Economy, Taylor & Francis Journals, vol. 12(3), pages 386-402.
- Thomas Eichner & Andreas Wagener, 2011. "Portfolio allocation and asset demand with mean-variance preferences," Theory and Decision, Springer, vol. 70(2), pages 179-193, February.
- Angelos Liontakis, 2020. "How Does a Policymaker Rank Regional Income Distributions across Years? A Study on the Evolution of Greek Regional per Capita Income," Economies, MDPI, vol. 8(2), pages 1-12, May.
- Gelles, Gregory M. & Mitchell, Douglas W., 2002. "Increasingly mean-seeking utility functions and n-asset portfolios," The Quarterly Review of Economics and Finance, Elsevier, vol. 42(5), pages 911-919.
- Gollier Christian & Schlee Edward E, 2006.
"Increased Risk-Bearing with Background Risk,"
The B.E. Journal of Theoretical Economics, De Gruyter, vol. 6(1), pages 1-31, March.
- Edward Schlee & Christian Gollier, "undated". "Increased Risk-Bearing with Background Risk," Working Papers 2132848, Department of Economics, W. P. Carey School of Business, Arizona State University.
- Soumyatanu Mukherjee & Sidhartha S. Padhi, 2022. "Sourcing decision under interconnected risks: an application of mean–variance preferences approach," Annals of Operations Research, Springer, vol. 313(2), pages 1243-1268, June.
- repec:ebl:ecbull:v:7:y:2005:i:7:p:1-7 is not listed on IDEAS
- Soheil Ghili & Peter Klibanoff, 2021. "If It Is Surely Better, Do It More? Implications for Preferences Under Ambiguity," Management Science, INFORMS, vol. 67(12), pages 7619-7636, December.
- Jingyuan Li, 2012. "Precautionary saving in the presence of labor income and interest rate risks," Journal of Economics, Springer, vol. 106(3), pages 251-266, July.
- Jean Fernand Nguema, 2005. "Stochastic dominance on optimal portfolio with one risk-less and two risky assets," Economics Bulletin, AccessEcon, vol. 7(7), pages 1-7.
- Eichner, Thomas, 2011. "Portfolio selection and duality under mean variance preferences," Insurance: Mathematics and Economics, Elsevier, vol. 48(1), pages 146-152, January.
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