(en) Harry Markowitz, « Mean–variance approximations to expected utility », European Journal of Operational Research, vol. 234, no 2, , p. 346-355 (DOI10.1016/j.ejor.2012.08.023, lire en ligne).
(en) Harry Markowitz, « Mean–variance approximations to expected utility », European Journal of Operational Research, vol. 234, no 2, , p. 346-355 (DOI10.1016/j.ejor.2012.08.023, lire en ligne).