Divergence of opinion and valuation in a mean-variance framework

ISSN： 1086-7376

Source： Studies in Economics and Finance, Vol.26, Iss.3, 2009-07, pp. : 148-154

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

Mean-Variance Optimal Reinsurance Arrangements

By Kaluszka Marek

Scandinavian Actuarial Journal, Vol. 2004, Iss. 1, 2004-02 ,pp. : 28-41

Taylor & Francis Ltd

Access to resources Recommend Favorite

A Stability Approach to Mean‐Variance Optimization

Financial Review, Vol. 50, Iss. 3, 2015-08 ,pp. : 301-330

John Wiley & Sons Inc

Access to resources Recommend Favorite

Variance Vulnerability, Background Risks, and Mean-Variance Preferences

By Eichner T.

The GENEVA PAPERS on Risk and Insurance Theory, Vol. 28, Iss. 2, 2003-01 ,pp. : 173-184

Springer Publishing Company

Access to resources Recommend Favorite

More on Properness: The Case of Mean-Variance Preferences

By Lajeri-Chaherli F.

The GENEVA PAPERS on Risk and Insurance Theory, Vol. 27, Iss. 1, 2002-06 ,pp. : 49-60

Springer Publishing Company

Access to resources Recommend Favorite

Multiperiod mean-variance efficient portfolios with endogenous liabilities

By Leippold Markus Trojani Fabio Vanini Paolo

Quantitative Finance, Vol. 11, Iss. 10, 2011-10 ,pp. : 1535-1546

Routledge Ltd

Access to resources Recommend Favorite