Pages that link to "Item:Q2432863"

The following pages link to Portfolio performance evaluation in a mean--variance--skewness framework (Q2432863):

Displaying 13 items.

• Can long-run dynamic optimal strategies outperform fixed-mix portfolios? Evidence from multiple data sets (Q299865) (← links)
• Ranking of investment funds: acceptability versus robustness (Q319689) (← links)
• Analyzing operational risk-reward trade-offs for start-ups (Q320040) (← links)
• Signal and image processing of physiological data: methods for diagnosis and treatment purposes (Q332897) (← links)
• Data envelopment analysis models of investment funds (Q421799) (← links)
• Portfolio rebalancing model using multiple criteria (Q621706) (← links)
• Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (Q631103) (← links)
• Gains from diversification on convex combinations: a majorization and stochastic dominance approach (Q1044121) (← links)
• Multi-objective mean-variance-skewness model for nonconvex and stochastic optimal power flow considering wind power and load uncertainties (Q1694953) (← links)
• Portfolio selection in a multi-moment setting: a simple Monte-Carlo-FDH algorithm (Q1695045) (← links)
• Efficiency evaluation of fuzzy portfolio in different risk measures via DEA (Q1730442) (← links)
• Evaluating the dynamic performance of energy portfolios: empirical evidence from the DEA directional distance function (Q1744480) (← links)
• DEA frontier improvement and portfolio rebalancing: an application of China mutual funds on considering sustainability information disclosure (Q1744488) (← links)