The maximum geometric mean criterion: revisiting the Markowitz-Samuelson debate: survey and analysis

DOI10.1007/S10479-024-06250-8MaRDI QIDQ7008524zbMATH OpenFDO

Authors Haim Levy

Publication date 21 March 2025

Published in Annals of Operations Research (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S10479-024-06250-8

zbMATH Keywords

almost first-degree stochastic dominance (AFSD)FSD-violation areageometric meanmyopic preference

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15) Portfolio theory (91G10)

Cites work

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