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Utilitarianism and fairness in portfolio positioning

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https://hal-cyu.archives-ouvertes.fr/hal-03679716
Contributor : Jean-Luc Prigent Connect in order to contact the contributor
Submitted on : Friday, May 27, 2022 - 12:44:10 AM
Last modification on : Friday, August 5, 2022 - 2:46:00 PM

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André de Palma, Jean-Luc Prigent. Utilitarianism and fairness in portfolio positioning. Journal of Banking and Finance, 2008, 32 (8), pp.1648-1660. ⟨10.1016/j.jbankfin.2007.12.004⟩. ⟨hal-03679716⟩

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