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Pareto dominance in mean-variance space
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Mathematics
Area of mathematics
Mathematical optimization
Mathematical finance
Mean-variance optimization
Created
2026-09-24
Updated
2026-09-24
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A
portfolio dominates another when it has no smaller
mean
and no larger
variance
, with at least one
strict
improvement.
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Mean-variance optimization
Mathematical finance
Mathematical optimization
Area of mathematics
Mathematics
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