Approximate portfolio analysis

DOI10.1016/S0377-2217(98)00363-4zbMath0933.91013MaRDI QIDQ1806756

Liping Liu

Publication date: 8 November 1999

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

zbMATH Keywords

portfolio selectionmean-variance analysisrisk attitudescoarse utility

Mathematics Subject Classification ID

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Cites Work

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