Variance vs downside risk: Is there really that much difference? (Q1296359): Difference between revisions

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+Q5618987
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+A characterization of the distributions that imply mean-variance utility functions
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+A Stochastic Programming Model
@@ Property / cites work: A Stochastic Programming Model / rank @@
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+Mean Lower Partial Moment Valuation and Lognormally Distributed Returns
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+Computation of mean-semivariance efficient sets by the critical line algorithm
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+Risk Aversion in the Small and in the Large
@@ Property / cites work: Risk Aversion in the Small and in the Large / rank @@
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+Safety First and the Holding of Assets
@@ Property / cites work: Safety First and the Holding of Assets / rank @@
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