PORTFOLIO SELECTION WITH MONOTONE MEAN-VARIANCE PREFERENCES (Q3393982): Difference between revisions

@@ Property / cites work @@
+Consistency of mean-variance analysis and expected utility analysis. A complete characterization
+Normal rank
@@ Property / cites work @@
+Generalised Sharpe Ratios and Asset Pricing in Incomplete Markets *
+Normal rank
@@ Property / cites work @@
+On the computation of optimal monotone mean-variance portfolios via truncated quadratic utility
+Normal rank
@@ Property / cites work @@
+Doubly stochastic operators and rearrangement theorems
+Normal rank
@@ Property / cites work @@
+A REPRESENTATION RESULT FOR CONCAVE SCHUR CONCAVE FUNCTIONS
+Normal rank
@@ Property / cites work @@
+A Test of the Efficiency of a Given Portfolio
@@ Property / cites work: A Test of the Efficiency of a Given Portfolio / rank @@
+Normal rank
@@ Property / cites work @@
+Maxmin expected utility with non-unique prior
@@ Property / cites work: Maxmin expected utility with non-unique prior / rank @@
+Normal rank
@@ Property / cites work @@
+Is Mean-Variance Analysis Vacuous: Or was Beta Still Born?
+Normal rank
@@ Property / cites work @@
+Ambiguity Aversion, Robustness, and the Variational Representation of Preferences
+Normal rank
@@ Property / cites work @@
+Dynamic variational preferences
@@ Property / cites work: Dynamic variational preferences / rank @@
+Normal rank