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- W2080935050 abstract "In the analysis of problems of choice under uncertainty, many results depend on the investigator's ability to determine the signs of certain integrals. A recently derived method of doing this—christened the “covariance method†by Batra [2]—demonstrates that, in certain cases, recognition of the fact that the integrals involved are composed of covariance terms can provide a simple and elegant solution to the problem. This paper uses a simple portfolio model to demonstrate that these covariance terms can be exploited to obtain other useful results as well." @default.
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- W2080935050 date "1983-06-01" @default.
- W2080935050 modified "2023-09-27" @default.
- W2080935050 title "On the Use of a Covariance Function in a Portfolio Model" @default.
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- W2080935050 doi "https://doi.org/10.2307/2330920" @default.
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