Pages that link to "Item:Q2853378"
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The following pages link to PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS (Q2853378):
Displaying 6 items.
- Inverse portfolio problem with coherent risk measures (Q321032) (← links)
- Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570) (← links)
- On the impact of conditional expectation estimators in portfolio theory (Q1789633) (← links)
- An optimization-diversification approach to portfolio selection (Q2301189) (← links)
- Asymptotic multivariate dominance: a financial application (Q2404182) (← links)
- Portfolio optimization with asset preselection using data envelopment analysis (Q6100687) (← links)
