Optimality criteria for comparing efficient portfolios (Q3770249): Difference between revisions

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Revision as of 13:13, 5 February 2024

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Optimality criteria for comparing efficient portfolios
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    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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