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Simple Construction of the Efficient Frontier

✍ Scribed by David Feldman; Haim Reisman

Book ID: 108559712
Publisher: John Wiley and Sons
Year: 2003
Tongue: English
Weight: 108 KB
Volume: 9
Category: Article
ISSN: 1354-7798
DOI: 10.1111/1468-036x.00218

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

At the frontiers of simple systems

✍ Klemperer, William 📂 Article 📅 1983 🏛 Nature Publishing Group 🌐 English ⚖ 132 KB

The efficient frontier for bounded asset

The efficient frontier for bounded assets

✍ Michael J. Best; Jaroslava Hlouskova 📂 Article 📅 2000 🏛 Springer 🌐 English ⚖ 162 KB

THE MEAN-GINI EFFICIENT PORTFOLIO FRONTI

THE MEAN-GINI EFFICIENT PORTFOLIO FRONTIER

✍ Haim Shalit; Shlomo Yitzhaki 📂 Article 📅 2005 🏛 John Wiley and Sons 🌐 English ⚖ 118 KB

Efficient frontier of utility and CVaR

✍ Harry Zheng 📂 Article 📅 2008 🏛 Springer 🌐 English ⚖ 243 KB

Evaluating the Efficiency Frontier of Se

Evaluating the Efficiency Frontier of Separation Processes

✍ S. A. Amel'kin; J. M. Burtzler; K. H. Hoffmann; A. M. Tsirlin 📂 Article 📅 2001 🏛 Springer 🌐 English ⚖ 67 KB

Efficiency distribution and the cost fro

Efficiency distribution and the cost frontier

✍ Sengupta, Jati K. 📂 Article 📅 1998 🏛 John Wiley and Sons 🌐 English ⚖ 89 KB

Efficiency measures derived from data envelopment analysis models are employed here to estimate the parametric forms of the efficiency distribution. Possible uses of this method in evaluating cost efficiency in a stochastic framework are also discussed.