Optimality criteria for comparing efficient portfolios
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Publication:3770249
DOI10.1080/00207728708967190zbMath0632.90006MaRDI QIDQ3770249
Publication date: 1987
Published in: International Journal of Systems Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/00207728708967190
robustness; diversity; entropy measure; measure of dissimilarity; multivariate distance; mean variance criterion; comparing efficient portfolios
91B82: Statistical methods; economic indices and measures
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