The influence of perceived stock value price histories in the mean-variance-instability model
type: Item
instance of: scholarly article
title: The influence of perceived stock value price histories in the mean-variance-instability model
zbMATH Open document ID: 1032.91048
DOI: 10.1016/S0377-2217(99)00349-5
published in: European Journal of Operational Research
publication date: 2001-01-25T00:00:00Z
Mathematics Subject Classification ID: 91B16
Mathematics Subject Classification ID: 91B30
Mathematics Subject Classification ID: 91B28
zbMATH DE Number: 1556531
zbMATH Keywords: risk analysis
Wikidata QID: Q60171498
author: C. Atkinson
author: M. J. Álvarez
describes a project that uses: sapa
MaRDI profile type: Publication
cites work: Mean-Variance-Instability Portfolio Analysis: A Case of Taiwan's Stock Market
cites work: Spectral Analysis for Physical Applications
cites work: A theory of risk
cites work: Q3323077
cites work: Optimal Growth with Intertemporally Dependent Preferences
cites work: Some extensions of Luce's measures of risk
full work available at URL: s0377-2217(99)00349-5
OpenAlex ID: W1969123131
DBLP publication ID: journals/eor/AtkinsonA01
description: scientific article; zbMATH DE number 1556531