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Maximally Acceptable Portfolios - MaRDI portal

Maximally Acceptable Portfolios (Q4561935)

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scientific article; zbMATH DE number 6993396
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English
Maximally Acceptable Portfolios
scientific article; zbMATH DE number 6993396

    Statements

    title
    Maximally Acceptable Portfolios (English)
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    author
    Ernst Eberlein
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    Dilip B. Madan
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    publication date
    13 December 2018
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    zbMATH DE Number
    6993396
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    zbMATH Keywords
    acceptability index
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    distorsion
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    risk measure
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    Sharp ratio
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    maximally acceptable portfolio
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    OpenAlex ID
    W344754695
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