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The Expected utility of portfolios of assets

Author: Nielsen, Lars Tyge INSEAD Area: FinanceIn: Journal of Mathematical Economics, vol. 22, 1993 Description: p. 439-461.Type of document: INSEAD ArticleNote: Please ask the Library for this articleAbstract: This paper describes two models of asset markets and portfolio choice and investigates a number of properties of the indirect utility of portfolios, properties which are needed in demand and equilibrium analysis
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INSEAD Article Doriot Library
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This paper describes two models of asset markets and portfolio choice and investigates a number of properties of the indirect utility of portfolios, properties which are needed in demand and equilibrium analysis

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