Utility
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Base on the following info, and assume a concave utility function.
(ERA, ) = (10, 3), (ERB, ) = (10, 4), (ERC, ) = (11, 3) and (ERD, ) = (11, 4).
How can I establish a dominance relationship between the following securities based on
the expected return, standard deviation pairs (ER, )?
Are there any alternative method?
© BrainMass Inc. brainmass.com December 24, 2021, 4:58 pm ad1c9bdddfhttps://brainmass.com/math/linear-programming/utility-concave-functions-19396
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© BrainMass Inc. brainmass.com December 24, 2021, 4:58 pm ad1c9bdddf>https://brainmass.com/math/linear-programming/utility-concave-functions-19396