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Mean–variance models for portfolio selection subject to experts’ estimations

✍ Scribed by Xiaoxia Huang

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Minimax mean-variance models for fuzzy p

✍ Xiaoxia Huang 📂 Article 📅 2010 🏛 Springer 🌐 English ⚖ 457 KB

A risk index model for portfolio selecti

✍ Huang, Xiaoxia 📂 Article 📅 2012 🏛 Springer 🌐 English ⚖ 243 KB

Mean-variance models for portfolio selec

✍ Fang-Fang Hao; Yan-Kui Liu 📂 Article 📅 2008 🏛 Springer-Verlag 🌐 English ⚖ 859 KB

Mean-variance-skewness model for portfol

✍ Xiang Li; Zhongfeng Qin; Samarjit Kar 📂 Article 📅 2010 🏛 Elsevier Science 🌐 English ⚖ 479 KB

OPTIMAL LOT SOLUTION TO CARDINALITY CONS

✍ Duan Li; Xiaoling Sun; Jun Wang 📂 Article 📅 2006 🏛 John Wiley and Sons 🌐 English ⚖ 174 KB

Tail estimation and mean–VaR portfolio s

✍ Giorgio Consigli 📂 Article 📅 2002 🏛 Elsevier Science 🌐 English ⚖ 783 KB