Modifying the mean-variance approach to avoid violations of stochastic dominance (Q3117331)
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scientific article; zbMATH DE number 6009422
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| English | Modifying the mean-variance approach to avoid violations of stochastic dominance |
scientific article; zbMATH DE number 6009422 |
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Modifying the Mean-Variance Approach to Avoid Violations of Stochastic Dominance (English)
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27 February 2012
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mean-variance approach
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expected utility risk
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utility dispersion
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decision theory
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0.8036971688270569
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0.7954146265983582
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0.7868967652320862
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0.7847902178764343
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0.7577632665634155
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