scientific article

zbMATH Open1212.62075MaRDI QIDQ3570256

Branka Marasović

Publication date: 25 June 2010

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Portfolio theory (91G10)

Related Items (2)

\(K\)-fold cross validation performance comparisons of six naive portfolio selection rules: how naive can you be and still have successful out-of-sample portfolio performance? ⋮ Comparison of different estimation techniques for portfolio selection

Recommendations

• Unnamed Item 👍 👎
• Unnamed Item 👍 👎
• Unnamed Item 👍 👎
• A multicriteria decision making approach for the evaluation of equity portfolios 👍 👎
• Objective comparisons of the optimal portfolios corresponding to different utility functions 👍 👎
• A multi-stage multi criteria model for portfolio management 👍 👎
• Comparison of the multicriteria decision-making methods for equity portfolio selection: the U.S. evidence 👍 👎
• Optimality criteria for comparing efficient portfolios 👍 👎
• A multi‐criterion approach for selecting attractive portfolio 👍 👎
• Interactive portfolio selection involving multicriteria sorting models 👍 👎

This page was built for publication: