Mean-Variance Portfolio Optimization Based on Ordinal Information
Year of publication: |
2019
|
---|---|
Authors: | Eranda, Cela |
Other Persons: | Hafner, Stephan (contributor) ; Mestel, Roland (contributor) ; Pferschy, Ulrich (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming |
Extent: | 1 Online-Ressource (34 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 25, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3360250 [DOI] |
Classification: | C11 - Bayesian Analysis ; G11 - Portfolio Choice ; G17 - Financial Forecasting |
Source: | ECONIS - Online Catalogue of the ZBW |
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