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subject:"Portfolio selection"
subject:"Risk"
~isPartOf:"European journal of operational research : EJOR"
~person:"Markowitz, Harry"
~subject:"Mean-absolute deviation"
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Portfolio selection
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Markowitz, Harry
Liesiö, Juuso
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European journal of operational research : EJOR
The theory and practice of investment management
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Journal de la Société de Statistique de Paris
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Journal of investment management : JOIM
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Monograph / Cowles Foundation for Research in Economics, Yale University
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The journal of finance : the journal of the American Finance Association
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The journal of portfolio management : JPM
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The journal of portfolio management : a publication of Institutional Investor
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Variations in economic analysis : essays in honor of Eli Schwartz
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Economic and environmental risk and uncertainty : new models and methods ; [a selection of papers presented at the FUR VII conference held in Oslo from June 30 to July 3, 1994]
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Financial services review : the journal of individual financial management
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Finanzmarkt und Portfolio-Management
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Interfaces : the INFORMS journal on the practice of operations research
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International journal of forecasting
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Investment management and financial management
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Journal of economics & business
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Journal of risk and uncertainty : JRU
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Managerial multiple objective optimization
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Marchés financiers et gestion de portefeuilles: une mise en perspective des nouveaux outils
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Special issue on portfolio theory
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The Frank J. Fabozzi series
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Does mean-variance portfoliomanagement deserve expected utility's approximative affirmation?
Loistl, Otto
- In:
European journal of operational research : EJOR
247
(
2015
)
2
,
pp. 676-680
Persistent link: https://www.econbiz.de/10011375808
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Mean-variance approximations to expected utility
Markowitz, Harry
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 346-355
Persistent link: https://www.econbiz.de/10010356759
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