Relative Effectiveness of Efficiency Criteria for Portfolio Selection
Haim Levy and
Giora Hanoch ()
Journal of Financial and Quantitative Analysis, 1970, vol. 5, issue 1, 63-76
Abstract:
Individual decisions about investment may be regarded as choices among alternative probability distributions of net returns. It is assumed that these distributions are completely known and independent of initial wealth positions, and that individuals determine the preferred portfolio of investment in accordance with a given, consistent set of preferences.
Date: 1970
References: Add references at CitEc
Citations: View citations in EconPapers (23)
Downloads: (external link)
https://www.cambridge.org/core/product/identifier/ ... type/journal_article link to article abstract page (text/html)
Related works:
This item may be available elsewhere in EconPapers: Search for items with the same title.
Export reference: BibTeX
RIS (EndNote, ProCite, RefMan)
HTML/Text
Persistent link: https://EconPapers.repec.org/RePEc:cup:jfinqa:v:5:y:1970:i:01:p:63-76_01
Access Statistics for this article
More articles in Journal of Financial and Quantitative Analysis from Cambridge University Press Cambridge University Press, UPH, Shaftesbury Road, Cambridge CB2 8BS UK.
Bibliographic data for series maintained by Kirk Stebbing ().