Standardized versus customized portfolio: a compensating variation approach

André de Palma; Jean-Luc Prigent

doi:10.1007/s10479-008-0447-6

Journal Articles Annals of Operations Research Year : 2009

Standardized versus customized portfolio: a compensating variation approach

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André de Palma

Function : Author

École normale supérieure - Cachan

Département d'Économie de l'École Polytechnique

Jean-Luc Prigent

Function : Author
PersonId : 1134801

Théorie économique, modélisation et applications

Domains

Mathematics [math] Humanities and Social Sciences Statistics [stat] Quantitative Finance [q-fin]

Jean-Luc Prigent : Connect in order to contact the contributor

https://hal-cyu.archives-ouvertes.fr/hal-03679717

Submitted on : Friday, May 27, 2022-12:47:12 AM

Last modification on : Friday, March 24, 2023-2:53:27 PM

Dates and versions

hal-03679717 , version 1 (27-05-2022)

Identifiers

HAL Id : hal-03679717 , version 1
DOI : 10.1007/s10479-008-0447-6

Cite

André de Palma, Jean-Luc Prigent. Standardized versus customized portfolio: a compensating variation approach. Annals of Operations Research, 2009, 165 (1), pp.161-185. ⟨10.1007/s10479-008-0447-6⟩. ⟨hal-03679717⟩

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