Optimality criteria for comparing efficient portfolios

DOI10.1080/00207728708967190zbMath0632.90006OpenAlexW2029591776MaRDI QIDQ3770249

Jati K. Sengupta

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

zbMATH Keywords

robustnessdiversityentropy measuremeasure of dissimilaritymultivariate distancemean variance criterioncomparing efficient portfolios

Mathematics Subject Classification ID

Related Items (1)

Maximum probability dominance and portfolio theory

Cites Work

• Sensitivity analysis and robust regression in investment performance evaluation
• Unnamed Item
• Unnamed Item

This page was built for publication: Optimality criteria for comparing efficient portfolios