Mean-Coherent Risk and Mean-Variance Approaches in Portfolio Selection: An Empirical Comparison

S.Y. Polbennikov and Bertrand Melenberg ()
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S.Y. Polbennikov: Tilburg University, Center For Economic Research

No 2005-100, Discussion Paper from Tilburg University, Center for Economic Research

Keywords: portfolio choice; mean variance; mean coherent risk; comparison (search for similar items in EconPapers)
Date: 2005
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