Reply to Professor Loistl

DOI10.1016/J.EJOR.2015.06.011zbMath1346.91216OpenAlexW2251367195MaRDI QIDQ320062

Harry M. Markowitz

Publication date: 6 October 2016

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

Full work available at URL: https://doi.org/10.1016/j.ejor.2015.06.011

Mathematics Subject Classification ID

Utility theory (91B16) Portfolio theory (91G10)

Related Items (1)

Risk- and value-based management for non-life insurers under solvency constraints

Cites Work

• Mean-variance approximations to expected utility
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