Pages that link to "Item:Q1431697"
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The following pages link to Single-period Markowitz portfolio selection, performance gauging, and duality: a variation on the Luenberger shortage function (Q1431697):
Displayed 12 items.
- Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
- Efficiency analysis, shortage functions, arbitrage, and martingales (Q421603) (← links)
- Data envelopment analysis models of investment funds (Q421799) (← links)
- Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (Q631103) (← links)
- A class of chance constrained multi-objective portfolio selection model under fuzzy random environment (Q650216) (← links)
- Portfolio selection in multidimensional general and partial moment space (Q964574) (← links)
- Statistical inference for DEA estimators of directional distances (Q1926810) (← links)
- Portfolio selection with skewness: a comparison of methods and a generalized one fund result (Q2355960) (← links)
- A robust nonparametric approach to evaluate and explain the performance of mutual funds (Q2432870) (← links)
- Reformulations of input-output oriented DEA tests with diversification (Q2450703) (← links)
- Data envelopment analysis of mutual funds based on second-order stochastic dominance (Q2477683) (← links)
- Efficient trading frontier: a shortage function approach (Q2926476) (← links)
