Comparative statics under uncertainty: The case of mean-variance preferences.
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Publication:1406969
DOI10.1016/S0377-2217(02)00599-4zbMath1033.90057MaRDI QIDQ1406969
Publication date: 7 September 2003
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/s0377-2217(02)00599-4
Utility theory; Decision analysis; Choice under uncertainty; Mean-variance analysis; Risk preferences
90B50: Management decision making, including multiple objectives
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