Nils H. Hakansson - Researcher Profile

Publications

3 shown

OPTIMAL INVESTMENT AND CONSUMPTION STRATEGIES UNDER RISK FOR A CLASS OF UTILITY FUNCTIONS11This paper was presented at the winter meeting of the Econometric Society, San Francisco, California, December, 1966.

Nils H. Hakansson

1975 Elsevier eBooks 356 citations

Essays in the Theory of Risk-Bearing.

Nils H. Hakansson , Kenneth J. Arrow

1972 The Journal of Finance 4094 citations

Capital Growth and the Mean-Variance Approach to Portfolio Selection

Nils H. Hakansson

Three main approaches to the problem of portfolio selection may be discerned in the literature. The first of these is the mean-variance approach, pioneered by Markowitz [21], [2...

1971 Journal of Financial and Quantitative... 201 citations

Frequent Co-Authors

Kenneth J. Arrow

National Research University Higher School of Economics

Researcher Info

h-index: 3
Publications: 3
Citations: 4,651

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Impact Metrics

h-index 3

h-index: Number of publications with at least h citations each.