Relative Effectiveness of Efficiency Criteria for Portfolio Selection

B-Tier
Journal: Journal of Financial and Quantitative Analysis
Year: 1970
Volume: 5
Issue: 1
Pages: 63-76

Authors (2)

Score contribution per author:

1.005 = (α=2.01 / 2 authors) × 1.0x B-tier

α: calibrated so average coauthorship-adjusted count equals average raw count

Abstract

Individual decisions about investment may be regarded as choices among alternative probability distributions of net returns. It is assumed that these distributions are completely known and independent of initial wealth positions, and that individuals determine the preferred portfolio of investment in accordance with a given, consistent set of preferences.

Technical Details

RePEc Handle
repec:cup:jfinqa:v:5:y:1970:i:01:p:63-76_01
Journal Field
Finance
Author Count
2
Added to Database
2026-01-25