Thomas Elger

Lund University

Box 117

Lund, SC Skane S221 00

Sweden

SCHOLARLY PAPERS

2

DOWNLOADS

364

SSRN CITATIONS

2

CROSSREF CITATIONS

0

Scholarly Papers (2)

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
Downloads 362 (85,068)
Citation 2

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

2.

Meanvariance Versus Full-Scale Optimization: Broad Evidence for the UK

Manchester School, Vol. 76, No. S1, pp. 134-156, September 2008
Number of pages: 23 Posted: 18 Aug 2008
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
Downloads 2 (662,745)
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