Cardin, Marta; Eisenberg, Bennett; Tibiletti, Luisa - In: Journal of Modelling in Management 8 (2013) 1, pp. 54-64
Purpose – Shalit and Yitzhaki presented the mean‐extended Gini (MEG) as a workable alternative to the Markowitz mean‐variance approach in 1984. Since then, the challenge has been to extend the MEG approach. The purpose of this paper is to propose a generalization of the MEG approach for...
