A new foundation for the mean-variance analysis

DOI10.1016/S0377-2217(03)00301-1zbMath1061.90062MaRDI QIDQ1827662

Liping Liu

Publication date: 6 August 2004

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

zbMATH Keywords

Expected utilityPortfolio analysisApproximate decision-makingCoarse utilityComplex decisionsMean--variance analysis

Mathematics Subject Classification ID

Management decision making, including multiple objectives (90B50)

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