Maximally Acceptable Portfolios

DOI10.1007/978-3-319-02069-3_11zbMath1418.91466OpenAlexW344754695MaRDI QIDQ4561935

Dilip B. Madan, Ernst Eberlein

Publication date: 13 December 2018

Published in: Inspired by Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-3-319-02069-3_11

zbMATH Keywords

risk measureacceptability indexdistorsionmaximally acceptable portfolioSharp ratio

Mathematics Subject Classification ID

Portfolio theory (91G10)

Related Items (1)

Acceptability maximization

Cites Work

• Weighted V\@R and its properties
• Coherent Measures of Risk
• HEDGE FUND PERFORMANCE: SOURCES AND MEASURES
• BEHAVIORAL PORTFOLIO SELECTION IN CONTINUOUS TIME

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