Portfolio selection problems consistent with given preference orderings
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Publication:2853378
DOI10.1142/S0219024913500295zbMATH Open1282.91305OpenAlexW2133051835MaRDI QIDQ2853378FDOQ2853378
Authors: Sergio Ortobelli Lozza, Haim Shalit, Frank J. Fabozzi 
Publication date: 21 October 2013
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1142/s0219024913500295
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Cited In (16)
- Ordered weighted averaging aggregation method for portfolio selection
- A note on the portfolio selection problem
- On the impact of conditional expectation estimators in portfolio theory
- Joint stochastic orders of high degrees and their applications in portfolio selections
- The classification of parametric choices under uncertainty: analysis of the portfolio choice problem
- Pareto efficient buy and hold investment strategies under order book linked constraints
- Inverse portfolio problem with coherent risk measures
- Orderings and Probability Functionals Consistent with Preferences
- Orderings and risk probability functionals in portfolio theory
- An optimization-diversification approach to portfolio selection
- Asymptotic multivariate dominance: a financial application
- Optimal selection of assets and portfolios
- A portfolio return definition coherent with the investors' preferences
- Portfolio optimization with asset preselection using data envelopment analysis
- Portfolio selection through an extremality stochastic order
- Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria
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