A new foundation for the mean-variance analysis
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Publication:1827662
DOI10.1016/S0377-2217(03)00301-1zbMath1061.90062MaRDI QIDQ1827662
Publication date: 6 August 2004
Published in: European Journal of Operational Research (Search for Journal in Brave)
Expected utilityPortfolio analysisApproximate decision-makingCoarse utilityComplex decisionsMean--variance analysis
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