Pages that link to "Item:Q545521"
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The following pages link to Mean-variance versus expected utility in dynamic investment analysis (Q545521):
Displaying 11 items.
- Does anything beat 5-minute RV? A comparison of realized measures across multiple asset classes (Q494402) (← links)
- The mean-variance investment problem in a constrained financial market (Q859607) (← links)
- Is mean-variance analysis applicable to hedge funds? (Q1277714) (← links)
- A new foundation for the mean-variance analysis (Q1827662) (← links)
- Portfolio theory for squared returns correlated across time (Q2296080) (← links)
- Optimal hedging with basis risk under mean-variance criterion (Q2364001) (← links)
- Mean-variance approximations to expected utility (Q2514706) (← links)
- The opportunity cost of mean-variance choice under estimation risk (Q2514709) (← links)
- Optimal reinsurance and investment strategies under mean-variance criteria: partial and full information (Q2674938) (← links)
- What is the Opportunity Cost of Mean-Variance Investment Strategies? (Q4274642) (← links)
- Mean-Variance-Instability Portfolio Analysis: A Case of Taiwan's Stock Market (Q4868815) (← links)