Pages that link to "Item:Q849753"
From MaRDI portal
The following pages link to Portfolio selection: a linear approach with dual expected utility (Q849753):
Displaying 4 items.
- Single-period Markowitz portfolio selection, performance gauging, and duality: a variation on the Luenberger shortage function (Q1431697) (← links)
- A test on the location of the tangency portfolio on the set of feasible portfolios (Q2656730) (← links)
- Portfolio selection models with new negative exponential expected utilities (Q2825050) (← links)
- Evaluating Portfolio Policies: A Duality Approach (Q3391988) (← links)