Pages that link to "Item:Q2514706"

The following pages link to Mean-variance approximations to expected utility (Q2514706):

Displaying 50 items.

• Estimation of the global minimum variance portfolio in high dimensions (Q90168) (← links)
• Mean-variance and expected utility: the Borch paradox (Q252755) (← links)
• Analyzing operational risk-reward trade-offs for start-ups (Q320040) (← links)
• Comparative statics effects independent of the utility function. When do we act the same way under risk? (Q320041) (← links)
• Does mean-variance portfolio management deserve expected utility's approximative affirmation? (Q320060) (← links)
• Reply to Professor Loistl (Q320062) (← links)
• Mean-variance analysis of sourcing decision under disruption risk (Q322537) (← links)
• Robust optimization of the 0-1 knapsack problem: balancing risk and return in assortment optimization (Q322574) (← links)
• Portfolio optimization under loss aversion (Q322671) (← links)
• Understanding dynamic mean variance asset allocation (Q323338) (← links)
• Mean-variance versus expected utility in dynamic investment analysis (Q545521) (← links)
• Elementary proof that mean-variance implies quadratic utility (Q622632) (← links)
• Behavioral mean-variance portfolio selection (Q724154) (← links)
• Mean-variance utility (Q893428) (← links)
• Is mean-variance analysis applicable to hedge funds? (Q1277714) (← links)
• Determination and estimation of risk aversion coefficients (Q1616811) (← links)
• Approximating exact expected utility via portfolio efficient frontiers (Q1693847) (← links)
• Multi-objective mean-variance-skewness model for nonconvex and stochastic optimal power flow considering wind power and load uncertainties (Q1694953) (← links)
• Competition of pricing and service investment between IoT-based and traditional manufacturers (Q1717030) (← links)
• An analysis of transaction costs in participating life insurance under mean-variance preferences (Q1735046) (← links)
• More possessions, more worry (Q1751286) (← links)
• Bayesian estimation of the global minimum variance portfolio (Q1752196) (← links)
• A Stein type lemma for the multivariate generalized hyperbolic distribution (Q1753607) (← links)
• Risk- and value-based management for non-life insurers under solvency constraints (Q1754147) (← links)
• A new foundation for the mean-variance analysis (Q1827662) (← links)
• Variance aversion implies \(\mu-\sigma^ 2\)-criterion (Q1919075) (← links)
• Taylor series approximations to expected utility and optimal portfolio choice (Q1935728) (← links)
• Gaussian approximation of expected utility (Q1960577) (← links)
• Dynamic portfolio choice with return predictability and transaction costs (Q1999643) (← links)
• Mean-variance efficiency of optimal power and logarithmic utility portfolios (Q2024117) (← links)
• Quantitative portfolio selection: using density forecasting to find consistent portfolios (Q2028791) (← links)
• Portfolio optimization with irreversible long-term investments in renewable energy under policy risk: a mixed-integer multistage stochastic model and a moving-horizon approach (Q2029400) (← links)
• Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
• Effects of disruption risk on a supply chain with a risk-averse retailer (Q2076399) (← links)
• Portfolio theory, information theory and Tsallis statistics (Q2137589) (← links)
• Insurance risk analysis of financial networks vulnerable to a shock (Q2140225) (← links)
• Auctioning risk: the all-pay auction under mean-variance preferences (Q2143884) (← links)
• A \textit{meta}-measure of performance related to both investors and investments characteristics (Q2151684) (← links)
• Managing foreign exchange risk with buyer-supplier contracts (Q2241104) (← links)
• Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) (← links)
• Mean-variance portfolio selection with correlation risk (Q2252429) (← links)
• Forecasting the volatility of crude oil futures using intraday data (Q2256329) (← links)
• Multi-period portfolio selection with drawdown control (Q2288940) (← links)
• Impact of risk aversion and countervailing tax in oligopoly (Q2397787) (← links)
• Solving cardinality constrained mean-variance portfolio problems via MILP (Q2400005) (← links)
• Subjective mean-variance preferences without expected utility (Q2406934) (← links)
• 60 years of portfolio optimization: practical challenges and current trends (Q2514707) (← links)
• The opportunity cost of mean-variance choice under estimation risk (Q2514709) (← links)
• Mean-variance portfolio selection in presence of infrequently traded stocks (Q2514715) (← links)
• Portfolio selection in a two-regime world (Q2630104) (← links)