A Note on the Derivation of Linear Homogeneous Asset Demand Functions
收藏NBER1979-05-01 更新2025-01-04 收录
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https://www.nber.org/papers/w0345
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资源简介：
Among the numerous familiar sets of specific assumptions sufficient to derive mean-variance portfolio behavior from more general expected utility maximization in continuous time, the assumptions of constant relative risk aversion and joint normally distributed asset return assessments are also
提供机构：
美国国家经济研究局
创建时间：
1979-05-01
