Mean-variance approximations to expected utility
Year of publication: |
2014
|
---|---|
Authors: | Markowitz, Harry |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 234.2014, 2 (1.4.), p. 346-355
|
Subject: | Mean-variance analysis | Expected utility | Geometric mean | Mean-absolute deviation | Semivariance | Value at risk | Theorie | Theory | Erwartungsnutzen | Portfolio-Management | Portfolio selection | CAPM | Risiko | Risk | Risikomaß | Risk measure |
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