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A new foundation for the mean-variance analysis - MaRDI portal

A new foundation for the mean-variance analysis (Q1827662)

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scientific article; zbMATH DE number 2083630
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English
A new foundation for the mean-variance analysis
scientific article; zbMATH DE number 2083630

    Statements

    A new foundation for the mean-variance analysis (English)
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    6 August 2004
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    Approximate decision-making
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    Complex decisions
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    Portfolio analysis
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    Expected utility
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    Coarse utility
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    Mean--variance analysis
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    Identifiers