Optimality criteria for comparing efficient portfolios (Q3770249)
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scientific article; zbMATH DE number 4029219
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Optimality criteria for comparing efficient portfolios |
scientific article; zbMATH DE number 4029219 |
Statements
Optimality criteria for comparing efficient portfolios (English)
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1987
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comparing efficient portfolios
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mean variance criterion
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robustness
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multivariate distance
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measure of dissimilarity
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diversity
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entropy measure
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0.7815645933151245
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0.7726163268089294
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0.7602969408035278
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