On The Concavity And Quasiconcavity Properties Of ( Σ , Μ ) Utility Functions
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- Z. Landsman & U. Makov & T. Shushi, 2020. "Portfolio Optimization by a Bivariate Functional of the Mean and Variance," Journal of Optimization Theory and Applications, Springer, vol. 185(2), pages 622-651, May.
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