Portfolio Theory for Independent Assets
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DOI: 10.1287/mnsc.30.8.952
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Cited by:
- David A. Hennessy, 2006.
"On Monoculture and the Structure of Crop Rotations,"
American Journal of Agricultural Economics, Agricultural and Applied Economics Association, vol. 88(4), pages 900-914.
- David A. Hennessy, 2004. "On Monoculture and the Structure of Crop Rotations," Center for Agricultural and Rural Development (CARD) Publications 04-wp369, Center for Agricultural and Rural Development (CARD) at Iowa State University.
- Hennessy, David A., 2004. "On Monoculture and the Structure of Crop Rotations," Staff General Research Papers Archive 12004, Iowa State University, Department of Economics.
- Hennessy, David A. & Lapan, Harvey E., 2006.
"On the nature of certainty equivalent functionals,"
Journal of Mathematical Economics, Elsevier, vol. 43(1), pages 1-10, December.
- Hennessy, David A. & Lapan, Harvey E., 2006. "On the Nature of Certainty Equivalent Functionals," Staff General Research Papers Archive 12552, Iowa State University, Department of Economics.
- Masamitsu Ohnishi & Yusuke Osaki, 2004. "The Comparative Statics of Equilibrium Derivative Prices," Discussion Papers in Economics and Business 04-19, Osaka University, Graduate School of Economics.
- Cheung, Ka Chun & Yang, Hailiang, 2004. "Ordering optimal proportions in the asset allocation problem with dependent default risks," Insurance: Mathematics and Economics, Elsevier, vol. 35(3), pages 595-609, December.
- Ephraim Clark & Octave Jokung, 1999. "A Note on Asset Proportions, Stochastic Dominance, and the 50% Rule," Management Science, INFORMS, vol. 45(12), pages 1724-1727, December.
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Keywords
portfolio theory; independently distributed assets; optimal portfolio; portfolio selection; expected utility maximization;All these keywords.
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