Pages that link to "Item:Q2432863"

The following pages link to Portfolio performance evaluation in a mean--variance--skewness framework (Q2432863):

Displaying 34 items.

• Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
• Ranking of investment funds: acceptability versus robustness (Q319689) (← links)
• Analyzing operational risk-reward trade-offs for start-ups (Q320040) (← links)
• Signal and image processing of physiological data: methods for diagnosis and treatment purposes (Q332897) (← links)
• Data envelopment analysis models of investment funds (Q421799) (← links)
• Selecting the best of portfolio using OWA operator weights in cross efficiency-evaluation (Q469994) (← links)
• Portfolio rebalancing model using multiple criteria (Q621706) (← links)
• Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (Q631103) (← links)
• Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← links)
• Multi-objective mean-variance-skewness model for nonconvex and stochastic optimal power flow considering wind power and load uncertainties (Q1694953) (← links)
• Portfolio selection in a multi-moment setting: a simple Monte-Carlo-FDH algorithm (Q1695045) (← links)
• Performance evaluation of portfolios with margin requirements (Q1718776) (← links)
• Efficiency evaluation of fuzzy portfolio in different risk measures via DEA (Q1730442) (← links)
• Evaluating the dynamic performance of energy portfolios: empirical evidence from the DEA directional distance function (Q1744480) (← links)
• DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure (Q1744488) (← links)
• Usage of Cholesky decomposition in order to decrease the nonlinear complexities of some nonlinear and diversification models and present a model in framework of mean-semivariance for portfolio performance evaluation (Q1748503) (← links)
• Dynamic network DEA approach with diversification to multi-period performance evaluation of funds (Q2014599) (← links)
• Nested dynamic network data envelopment analysis models with infinitely many decision making units for portfolio evaluation (Q2030733) (← links)
• A random-fuzzy portfolio selection DEA model using value-at-risk and conditional value-at-risk (Q2154315) (← links)
• Data envelopment analysis based fuzzy multi-objective portfolio selection model involving higher moments (Q2198198) (← links)
• Portfolio optimization in real financial markets with both uncertainty and randomness (Q2240280) (← links)
• Resampling DEA estimates of investment fund performance (Q2253401) (← links)
• Portfolio selection with skewness: a comparison of methods and a generalized one fund result (Q2355960) (← links)
• Data envelopment analysis in financial services: a citations network analysis of banks, insurance companies and money market funds (Q2399321) (← links)
• Expected value multiobjective portfolio rebalancing model with fuzzy parameters (Q2442515) (← 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)
• Stock efficiency evaluation based on multiple risk measures: a DEA-like envelopment approach (Q2674940) (← links)
• Performance evaluation of portfolios with fuzzy returns (Q5214313) (← links)
• Estimation of fuzzy portfolio efficiency via an improved DEA approach (Q5882404) (← links)
• Measuring the overall efficiency of SRI and conventional mutual funds by a diversification‐consistent DEA model (Q6056281) (← links)
• First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)
• Portfolio optimization with asset preselection using data envelopment analysis (Q6100687) (← links)
• Multiobjective Programming and Multiattribute Utility Functions in Portfolio Optimization (Q6160193) (← links)