Results 121 to 130 of about 3,398 (135)

Test statistics for prospect and Markowitz stochastic dominances with applications

Econometrics Journal, 2011
Zhidong Bai, Wing-Keung Wong
exaly  

Markowitz meets Talmud: A combination of sophisticated and naive diversification strategies

Journal of Financial Economics, 2011
Guofu Zhou
exaly  

An integrated multi-objective Markowitz–DEA cross-efficiency model with fuzzy returns for portfolio selection problem

Applied Soft Computing Journal, 2016
Hashem Omrani
exaly  

Do investors like to diversify? A study of Markowitz preferences

European Journal of Operational Research, 2011
Martin Egozcue, Luis Fuentes García, Wing-Keung Wong   +2 more
exaly  

A Portfolio of Nobel Laureates: Markowitz, Miller and Sharpe

Journal of Economic Perspectives, 1993
Hal Varian
exaly  

Prospect and Markowitz stochastic dominance

Annals of Finance, 2007
exaly  

Multi-objective optimization of geometric parameters for the helically coiled tube using Markowitz optimization theory

Energy, 2020
exaly  

Generation and Transmission Expansion Under Risk Using Stochastic Programming

IEEE Transactions on Power Systems, 2007
Kumaraswamy Ponnambalam
exaly  

Portfolio selection problems with Markowitz’s mean–variance framework: a review of literature

Fuzzy Optimization and Decision Making, 2017
Xiang Li, Sini Guo
exaly  

Cone-constrained continuous-time Markowitz problems

Annals of Applied Probability, 2013
exaly