Optimal privatization portfolios in the presence of arbitrary risk aversion
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Publication:1681178
DOI10.1016/j.ejor.2017.09.045zbMath1376.91144OpenAlexW2761757680MaRDI QIDQ1681178
Abdulkadir Mohamed, Nikolas Topaloglou, George A. Christodoulakis
Publication date: 23 November 2017
Published in: European Journal of Operational Research (Search for Journal in Brave)
Full work available at URL: http://eprints.whiterose.ac.uk/147569/1/Optimal%20Privatization%20Portfolios%20in%20the%20Presence.pdf
Inequalities; stochastic orderings (60E15) Mixed integer programming (90C11) Linear programming (90C05) Portfolio theory (91G10)
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