A preference foundation for log mean-variance criteria in portfolio choice problems-Reference-Cited by-同舟云学术

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A preference foundation for log mean-variance criteria in portfolio choice problems

Published:1993-09 Issue:5-6 Volume:17 Page:887-906
ISSN:0165-1889
Container-title:Journal of Economic Dynamics and Control
language:en
Short-container-title:Journal of Economic Dynamics and Control

Author:

Luenberger David G.

Publisher

Elsevier BV

Subject

Applied Mathematics,Control and Optimization,Economics and Econometrics

Reference23 articles.

1. Asymptotic optimality and asymptotic equipartition properties of log-optimum investment;Algoet,1985

2. Competitive optimality of logarithm investment;Bell;Mathematics of Operations Research,1980

3. A note on utility and attitudes to risk;Borch;Management Science,1963

4. Optimal gambling systems for favourable games;Breiman,1961

5. Probability;Breiman,1968

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