Pages that link to "Item:Q1431697"

The following pages link to Single-period Markowitz portfolio selection, performance gauging, and duality: a variation on the Luenberger shortage function (Q1431697):

Displaying 21 items.

• Mean-value at risk portfolio efficiency: approaches based on data envelopment analysis models with negative data and their empirical behaviour (Q262452) (← links)
• Signal and image processing of physiological data: methods for diagnosis and treatment purposes (Q332897) (← links)
• Efficiency analysis, shortage functions, arbitrage, and martingales (Q421603) (← links)
• Data envelopment analysis models of investment funds (Q421799) (← links)
• Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (Q631103) (← links)
• A class of chance constrained multi-objective portfolio selection model under fuzzy random environment (Q650216) (← links)
• Probabilistic characterization of directional distances and their robust versions (Q738127) (← links)
• Portfolio selection in multidimensional general and partial moment space (Q964574) (← links)
• Portfolio selection in a multi-moment setting: a simple Monte-Carlo-FDH algorithm (Q1695045) (← links)
• DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure (Q1744488) (← links)
• Usage of Cholesky decomposition in order to decrease the nonlinear complexities of some nonlinear and diversification models and present a model in framework of mean-semivariance for portfolio performance evaluation (Q1748503) (← links)
• Statistical inference for DEA estimators of directional distances (Q1926810) (← links)
• Dynamic network DEA approach with diversification to multi-period performance evaluation of funds (Q2014599) (← links)
• Do mutual fund managers earn their fees? New measures for performance appraisal (Q2023942) (← links)
• Portfolio selection with skewness: a comparison of methods and a generalized one fund result (Q2355960) (← links)
• A robust nonparametric approach to evaluate and explain the performance of mutual funds (Q2432870) (← links)
• Reformulations of input-output oriented DEA tests with diversification (Q2450703) (← links)
• Data envelopment analysis of mutual funds based on second-order stochastic dominance (Q2477683) (← links)
• Efficient trading frontier: a shortage function approach (Q2926476) (← links)
• Performance evaluation of portfolios with fuzzy returns (Q5214313) (← links)
• Estimation of fuzzy portfolio efficiency via an improved DEA approach (Q5882404) (← links)