Optimality criteria for comparing efficient portfolios (Q3770249): Difference between revisions
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Revision as of 12:35, 5 March 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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