PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES

Fabio Maccheroni, Massimo Marinacci, Aldo Rustichini and Marco Taboga ()

Mathematical Finance, 2009, vol. 19, issue 3, pages 487-521

Date: 2009

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Related works:
Working Paper: Portfolio Selection with Monotone Mean-Variance Preferences (2008)
Working Paper: Portfolio Selection with Monotone Mean-Variance Preferences (2005)
Working Paper: Portfolio Selection with Monotone Mean-Variance Preferences (2007)
Working Paper: Portfolio Selection with Monotone Mean-Variance Preferences (2004)
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