The influence of perceived stock value price histories in the mean-variance-instability model

DOI10.1016/S0377-2217(99)00349-5zbMath1032.91048OpenAlexW1969123131WikidataQ60171498 ScholiaQ60171498MaRDI QIDQ1592748

Colin Atkinson, Maria Jesus Alvarez

Publication date: 25 January 2001

Published in: European Journal of Operational Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0377-2217(99)00349-5

zbMATH Keywords

risk analysis

Mathematics Subject Classification ID

Utility theory (91B16)

Related Items (1)

Dynamic network DEA approach with diversification to multi-period performance evaluation of funds

Uses Software

• sapa

Cites Work

• Unnamed Item
• Some extensions of Luce's measures of risk
• A theory of risk
• Spectral Analysis for Physical Applications
• Mean-Variance-Instability Portfolio Analysis: A Case of Taiwan's Stock Market
• Optimal Growth with Intertemporally Dependent Preferences

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