Risk, Return and International Portfolio Analysis: Entropy and Linear Belief Functions

DOI10.1007/978-3-319-13449-9_22zbMath1418.91448OpenAlexW81340974MaRDI QIDQ4558850

Songsak Sriboonchitta, Apiwat Ayusuk

Publication date: 30 November 2018

Published in: Econometrics of Risk (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-13449-9_22

zbMATH Keywords

optimal portfolioSharpe ratiobelief functionportfolio selection problemportfolio return

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

The reducibility of matrix sweeping operations: a computational issue in linear belief functions

Cites Work

• Unnamed Item
• Mean-absolute deviation portfolio optimization for mortgage-backed securities
• An integrated stock-bond portfolio optimization model
• Local computation of Gaussian belief functions.
• A theory of Gaussian belief functions

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