scientific article; zbMATH DE number 1784068

zbMATH Open1008.91060MaRDI QIDQ4546291FDOQ4546291

Authors: Weibo Hou, Cheng-Xian Xu 

Publication date: 28 August 2002

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

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zbMATH Keywords

systematic risksingle-factor modelM-V portfoliononsystematic risk

Mathematics Subject Classification ID

Cited In (7)

• A novel fuzzy dominant goal programming for portfolio selection with systematic risk and non-systematic risk
• Distance-based beta regression for prediction of mutual funds
• Active allocation of systematic risk and control of risk sensitivity in portfolio optimization
• Structural analysis of portfolio risk using beta impulse response functions
• A multiple objective stochastic portfolio selection problem with random beta
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• Portfolio selection to achieve a target beta

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