Pages that link to "Item:Q631103"
From MaRDI portal
The following pages link to Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function (Q631103):
Displaying 13 items.
- Decomposing technical inefficiency using the principle of least action (Q297404) (← links)
- Multicriteria decision systems for financial problems (Q356508) (← links)
- Alternative measures of environmental technology structure in DEA: an application (Q420904) (← links)
- An evolutionary algorithm for multiobjective fuzzy portfolio selection models with transaction cost and liquidity (Q1666014) (← links)
- Portfolio selection in a multi-moment setting: a simple Monte-Carlo-FDH algorithm (Q1695045) (← links)
- The dynamic Black-Litterman approach to asset allocation (Q1751931) (← links)
- Portfolio value-at-risk optimization for asymmetrically distributed asset returns (Q1926869) (← links)
- A globally convergent method for solving a quartic generalized Markowitz portfolio problem (Q2143112) (← links)
- Portfolio selection with skewness: a comparison of methods and a generalized one fund result (Q2355960) (← links)
- Reformulations of input-output oriented DEA tests with diversification (Q2450703) (← links)
- Measuring the dynamic efficiency of socially responsible investment funds: evidence from dynamic network DEA with diversification (Q5883618) (← links)
- Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market (Q6160425) (← links)
- Efficient portfolios and extreme risks: a Pareto-Dirichlet approach (Q6546994) (← links)
