Optimality criteria for comparing efficient portfolios (Q3770249): Difference between revisions
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| Property / full work available at URL: https://doi.org/10.1080/00207728708967190 / rank | |||
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| Property / OpenAlex ID: W2029591776 / rank | |||
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| Property / cites work: Q3861108 / rank | |||
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| Property / cites work: Sensitivity analysis and robust regression in investment performance evaluation / rank | |||
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| Property / cites work: Q5678665 / rank | |||
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Latest revision as of 12:40, 18 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Optimality criteria for comparing efficient portfolios |
scientific article |
Statements
Optimality criteria for comparing efficient portfolios (English)
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1987
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comparing efficient portfolios
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mean variance criterion
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robustness
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multivariate distance
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measure of dissimilarity
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diversity
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entropy measure
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