Pages that link to "Item:Q320060"
From MaRDI portal
The following pages link to Does mean-variance portfolio management deserve expected utility's approximative affirmation? (Q320060):
Displaying 6 items.
- 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)
- Second order of stochastic dominance efficiency vs mean variance efficiency (Q2029940) (← links)
- Mean-variance approximations to expected utility (Q2514706) (← links)
- The origins of the mean-variance approach in finance: revisiting de Finetti 65 years later (Q2644368) (← links)
- Robust portfolio optimization with fuzzy TODIM, genetic algorithm and multi-criteria constraints (Q6573347) (← links)