Modifying the Mean-Variance Approach to Avoid Violations of Stochastic Dominance (Q3117331)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Modifying the Mean-Variance Approach to Avoid Violations of Stochastic Dominance |
scientific article; zbMATH DE number 6009422
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Modifying the Mean-Variance Approach to Avoid Violations of Stochastic Dominance |
scientific article; zbMATH DE number 6009422 |
Statements
Modifying the Mean-Variance Approach to Avoid Violations of Stochastic Dominance (English)
0 references
27 February 2012
0 references
mean-variance approach
0 references
expected utility risk
0 references
utility dispersion
0 references
decision theory
0 references