Thomas Elger

Lund University

Box 117

Lund, SC Skane S221 00

Sweden

SCHOLARLY PAPERS

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Scholarly Papers (1)

1.

Mean-Variance vs. Full-Scale Optimization: Broad Evidence for the UK

FRB of St. Louis Working Paper No. 2007-016D
Number of pages: 32 Posted: 13 Apr 2007
Stockholm University - Stockholm Business School, Federal Reserve Bank of St. Louis - Research Division, University of Birmingham - Department of Accounting and Finance, Lund University and Lund University - Department of Economics
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Citation 2

Abstract:

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Portfolio choice, Utility maximization, Full-Scale Optimization, S-shaped utility, bilinear utility