Exercise 2.20 (i) Does (tilde{x}_{1} succeq_{text {SSD }}^{M} tilde{x}_{2}) imply (sigma^{2}left(tilde{x}_{1} ight) leq sigma^{2}left(tilde{x}_{2} ight)) ? (ii)
Question:
Exercise 2.20
(i) Does \(\tilde{x}_{1} \succeq_{\text {SSD }}^{M} \tilde{x}_{2}\) imply \(\sigma^{2}\left(\tilde{x}_{1}\right) \leq \sigma^{2}\left(\tilde{x}_{2}\right)\) ?
(ii) Does \(\tilde{x}_{1} \succeq_{\text {SSD }}^{M} \tilde{x}_{2}\) imply \(\tilde{x}_{1} \succeq_{\mathrm{MV}} \tilde{x}_{2}\) ?
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Financial Markets Theory Equilibrium Efficiency And Information
ISBN: 9781447174042
2nd Edition
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