Pages that link to "Item:Q3116062"

The following pages link to Mean-Variance-Skewness Portfolio Performance Gauging: A General Shortage Function and Dual Approach (Q3116062):

Displaying 34 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)
• Multicriteria decision systems for financial problems (Q356508) (← links)
• Fuzzy mean-variance-skewness portfolio selection models by interval analysis (Q630734) (← links)
• Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (Q631103) (← 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)
• Portfolio selection in a data-rich environment (Q1994213) (← links)
• Do mutual fund managers earn their fees? New measures for performance appraisal (Q2023942) (← links)
• A cooperative bargaining framework for decentralized portfolio optimization (Q2101458) (← links)
• A \textit{meta}-measure of performance related to both investors and investments characteristics (Q2151684) (← links)
• Nearest comoment estimation with unobserved factors (Q2190230) (← links)
• Portfolio optimization in real financial markets with both uncertainty and randomness (Q2240280) (← links)
• Reconciling mean-variance portfolio theory with non-Gaussian returns (Q2242280) (← links)
• Directional distance functions and social welfare: some axiomatic and dual properties (Q2243530) (← links)
• A mean-CVaR-skewness portfolio optimization model based on asymmetric Laplace distribution (Q2341246) (← links)
• Portfolio selection with skewness: a comparison of methods and a generalized one fund result (Q2355960) (← links)
• Moments and semi-moments for fuzzy portfolio selection (Q2447405) (← links)
• Data envelopment analysis of mutual funds based on second-order stochastic dominance (Q2477683) (← links)
• Mean-variance-skewness efficient surfaces, Stein's lemma and the multivariate extended skew-Student distribution (Q2514710) (← links)
• Multivariate location-scale mixtures of normals and mean-variance-skewness portfolio allocation (Q2630119) (← links)
• Stock efficiency evaluation based on multiple risk measures: a DEA-like envelopment approach (Q2674940) (← links)
• Portfolio selection with higher moments (Q3568905) (← links)
• The econometrics of mean‐variance efficiency tests: a survey (Q3653356) (← links)
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• Optimal Portfolio Diversification via Independent Component Analysis (Q5031000) (← links)
• Performance evaluation of portfolios with fuzzy returns (Q5214313) (← links)
• Estimation of fuzzy portfolio efficiency via an improved DEA approach (Q5882404) (← links)
• Measuring the dynamic efficiency of socially responsible investment funds: evidence from dynamic network DEA with diversification (Q5883618) (← links)
• Portfolio optimization using higher moments in an uncertain random environment (Q6081306) (← links)
• First passage times in portfolio optimization: a novel nonparametric approach (Q6087508) (← links)
• Portfolio selection: a target-distribution approach (Q6113329) (← links)