THE PROPER USE OF RISK MEASURES IN PORTFOLIO THEORY (Q5493853): Difference between revisions

@@ Property / cites work @@
+Coherent Measures of Risk
@@ Property / cites work: Coherent Measures of Risk / rank @@
+Normal rank
@@ Property / cites work @@
+Finding a maximum skewness portfolio -- a general solution to three-moments portfolio choice
+Normal rank
@@ Property / cites work @@
+Stochastic Dominance and Expected Utility: Survey and Analysis
+Normal rank
@@ Property / cites work @@
+From stochastic dominance to mean-risk models: Semideviations as risk measures
+Normal rank
@@ Property / cites work @@
+The classification of parametric choices under uncertainty: analysis of the portfolio choice problem
+Normal rank
@@ Property / cites work @@
+Linearity properties of a three-moments portfolio model
+Normal rank
@@ Property / cites work @@
+Q2709279
@@ Property / cites work: Q2709279 / rank @@
+Normal rank
@@ Property / cites work @@
+Mutual fund separation in financial theory - the separating distributions
+Normal rank
@@ Property / cites work @@
+Portfolio Selection and Asset Pricing—Three-Parameter Framework
+Normal rank
@@ Property / cites work @@
+The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach
+Normal rank
@@ Property / cites work @@
+A Minimax Portfolio Selection Rule with Linear Programming Solution
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024905003402
+Normal rank
@@ Property / OpenAlex ID @@
+W2037997579
@@ Property / OpenAlex ID: W2037997579 / rank @@
+Normal rank