Modifying the Mean-Variance Approach to Avoid Violations of Stochastic Dominance
Year of publication: |
2010
|
---|---|
Authors: | Blavatskyy, Pavlo R. |
Published in: |
Management Science. - Institute for Operations Research and the Management Sciences - INFORMS, ISSN 0025-1909. - Vol. 56.2010, 11, p. 2050-2057
|
Publisher: |
Institute for Operations Research and the Management Sciences - INFORMS |
Subject: | mean-variance approach | expected utility | risk | utility dispersion | decision theory |
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