Pages that link to "Item:Q2644368"
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The following pages link to The origins of the mean-variance approach in finance: revisiting de Finetti 65 years later (Q2644368):
Displaying 5 items.
- Mean-variance and expected utility: the Borch paradox (Q252755) (← links)
- Bruno de Finetti and the case of the critical line's last segment (Q939373) (← links)
- Preface to the special issue: 60 years following Harry Markowitz's contributions in portfolio theory and operations research (Q2514705) (← links)
- Bruno de Finetti's encounter with martingales (Q2820046) (← links)
- Complex portfolio selection via convex mixed‐integer quadratic programming: a survey (Q6070970) (← links)