Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570): Difference between revisions

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+Coherent Measures of Risk
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+An Exact Solution Approach for Portfolio Optimization Problems Under Stochastic and Integer Constraints
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+Programming with linear fractional functionals
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+A Generalized Approach to Portfolio Optimization: Improving Performance by Constraining Portfolio Norms
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+Optimization with Stochastic Dominance Constraints
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+Bootstrap methods: another look at the jackknife
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+Robust portfolios: contributions from operations research and finance
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+Warm-start heuristic for stochastic portfolio optimization with fixed and proportional transaction costs
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+Q5528344
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+The Efficiency Analysis of Choices Involving Risk
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+The jackknife and the bootstrap for general stationary observations
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+Resampling methods for dependent data
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+Q4457756
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+Conditional value at risk and related linear programming models for portfolio optimization
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+Computation of mean-semivariance efficient sets by the critical line algorithm
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+From stochastic dominance to mean-risk models: Semideviations as risk measures
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+On consistency of stochastic dominance and mean-semideviation models
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+Dual Stochastic Dominance and Related Mean-Risk Models
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+Q3615201
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+Orderings and Probability Functionals Consistent with Preferences
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+PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS
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+The Stationary Bootstrap
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+Risk Aversion in the Small and in the Large
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+DESIRABLE PROPERTIES OF AN IDEAL RISK MEASURE IN PORTFOLIO THEORY
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+Mean--Gini analysis in R\&D portfolio selection.
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+Stocks, bonds and the investment horizon: a test of time diversification on the French market
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+Optimal Financial Portfolios
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+On an Extension of the Gini Inequality Index
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+The Gini methodology. A primer on a statistical methodology.
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