scientific article; zbMATH DE number 3950150

zbMATH Open0591.90007MaRDI QIDQ3720243FDOQ3720243

Authors: Klaus Ehemann 

Publication date: 1984

Title of this publication is not available (Why is that?)

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zbMATH Keywords

optimal portfoliominimal expected rate of returnset of probability distributions

Mathematics Subject Classification ID

Cited In (14)

• Multi-Attribute Portfolio Selection: New Perspectives
• Optimal portfolio for nonstationary security market
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• Portfolio selection using mean-risk model and mean-risk diversification model
• Expected return -- expected loss approach to optimal portfolio investment
• The formation of the optimal portfolio in the transient period
• A method for portfolio choice
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• A novel methodology for perception-based portfolio management
• The optimal portfolio decision under risk based on return
• A portfolio return definition coherent with the investors' preferences
• A multi‐criterion approach for selecting attractive portfolio
• Portfolio selection: an alternative approach
• Portfolio selection with a new definition of risk

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