Mean-extended Gini portfolios : a 3D efficient frontier
Year of publication: |
March 2018
|
---|---|
Authors: | Hespeler, Frank ; Shalit, Haim |
Published in: |
Computational economics. - Dordrecht [u.a.] : Springer, ISSN 0927-7099, ZDB-ID 1142021-2. - Vol. 51.2018, 3, p. 731-740
|
Subject: | Mean-Gini portfolios | Numerical optimization | Stochastic dominance portfolios | 3D efficient frontier | Portfolio-Management | Portfolio selection | Theorie | Theory |
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