Optimality criteria for comparing efficient portfolios (Q3770249)
From MaRDI portal
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
