Mean-variance approximations to expected utility
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- scientific article; zbMATH DE number 3720627 (Why is no real title available?)
- scientific article; zbMATH DE number 3087284 (Why is no real title available?)
- scientific article; zbMATH DE number 3106184 (Why is no real title available?)
- A characterization of the distributions that imply mean-variance utility functions
- The likelihood of various stock market return distributions. I: Principles of inference
- The likelihood of various stock market return distributions. II: Empirical results
- What is the Opportunity Cost of Mean-Variance Investment Strategies?
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- Mean-variance efficient large portfolios: a simple machine learning heuristic technique based on the two-fund separation theorem
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