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The influence of perceived stock value price histories in the mean-variance-instability model

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  • Atkinson, C.
  • Alvarez, M. J.

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  • Atkinson, C. & Alvarez, M. J., 2001. "The influence of perceived stock value price histories in the mean-variance-instability model," European Journal of Operational Research, Elsevier, vol. 128(1), pages 185-191, January.
    • Handle: RePEc:eee:ejores:v:128:y:2001:i:1:p:185-191
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    References listed on IDEAS

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    1. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
    2. Sundaresan, Suresh M, 1989. "Intertemporally Dependent Preferences and the Volatility of Consumption and Wealth," The Review of Financial Studies, Society for Financial Studies, vol. 2(1), pages 73-89.
    3. Harl E. Ryder & Geoffrey M. Heal, 1973. "Optimal Growth with Intertemporally Dependent Preferences," The Review of Economic Studies, Review of Economic Studies Ltd, vol. 40(1), pages 1-31.
    4. Shawin Lee & Kuo-Ping Chang, 1995. "Mean-Variance-Instability Portfolio Analysis: A Case of Taiwan's Stock Market," Management Science, INFORMS, vol. 41(7), pages 1151-1157, July.
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    Cited by:

    1. Ruiyue Lin & Zhiping Chen & Qianhui Hu & Zongxin Li, 2017. "Dynamic network DEA approach with diversification to multi-period performance evaluation of funds," OR Spectrum: Quantitative Approaches in Management, Springer;Gesellschaft für Operations Research e.V., vol. 39(3), pages 821-860, July.

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