Pages that link to "Item:Q1827662"
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The following pages link to A new foundation for the mean-variance analysis (Q1827662):
Displaying 14 items.
- Mean-variance and expected utility: the Borch paradox (Q252755) (← links)
- Mean-variance versus expected utility in dynamic investment analysis (Q545521) (← links)
- Elementary proof that mean-variance implies quadratic utility (Q622632) (← links)
- A risk tolerance model for portfolio adjusting problem with transaction costs based on possibilistic moments (Q659258) (← links)
- Is mean-variance analysis applicable to hedge funds? (Q1277714) (← links)
- Portfolio selection problem: a review of deterministic and stochastic multiple objective programming models (Q1615963) (← links)
- Comparing large-sample maximum Sharpe ratios and incremental variable testing (Q1681279) (← links)
- Simplified mean-variance portfolio optimisation (Q1938980) (← links)
- Auctioning risk: the all-pay auction under mean-variance preferences (Q2143884) (← links)
- The mean-variance relation: a 24-hour story (Q2236246) (← links)
- Mean-variance analysis and the modified market portfolio (Q2291810) (← links)
- Mean-variance approximations to expected utility (Q2514706) (← links)
- Modifying the Mean-Variance Approach to Avoid Violations of Stochastic Dominance (Q3117331) (← links)
- Is Mean-Variance Analysis Vacuous: Or was Beta Still Born? (Q4798664) (← links)