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A graphical characterization of the efficient set for

✍ Scribed by Francisco Ruiz; Lourdes Rey; María del Mar Muñoz

Publisher
Springer US
Year
2008
Tongue
English
Weight
432 KB
Volume
164
Category
Article
ISSN
0254-5330

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A parametric characterization of mean–va
A parametric characterization of mean–variance efficient solutions for general feasible action sets
✍ D. J. White 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 180 KB

In this paper we show how the mean±variance efficient solution problem may be converted to a parametric efficient solution problem with objective functions affine in the mean and second moment of the random variable of concern. Some potential uses are considered, the relationship with some other wor