"Mean-variance versus expected utility in dynamic investment analysis."

Leonard C. MacLean, Yonggan Zhao, William T. Ziemba (2011)

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DOI: 10.1007/S10287-009-0106-7

access: closed

type: Journal Article

metadata version: 2020-05-10

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Leonard C. MacLean, Yonggan Zhao, William T. Ziemba:
Mean-variance versus expected utility in dynamic investment analysis. Comput. Manag. Sci. 8(1-2): 3-22 (2011)

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