Optimality criteria for comparing efficient portfolios (Q3770249): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1080/00207728708967190 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2029591776 / rank | |||
Normal rank | |||
Revision as of 22:56, 19 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)
0 references
1987
0 references
comparing efficient portfolios
0 references
mean variance criterion
0 references
robustness
0 references
multivariate distance
0 references
measure of dissimilarity
0 references
diversity
0 references
entropy measure
0 references
