ON VARIANCE AND LOWER PARTIAL MOMENT BETAS THE EQUIVALENCE OF SYSTEMATIC RISK MEASURES
Author:
Publisher
Wiley
Subject
Finance,Business, Management and Accounting (miscellaneous),Accounting
Link
http://onlinelibrary.wiley.com/wol1/doi/10.1111/j.1468-5957.1994.tb00315.x/fullpdf
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1. Optimal rules for ordering uncertain prospects
2. Safety-First, Stochastic Dominance, and Optimal Portfolio Choice
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4. A characterization of the distributions that imply mean—Variance utility functions
5. Symmetric Multivariate and Related Distributions
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