Grey Incidence Analysis as a Tool in Portfolio Selection

Author:

Škrinjarić Tihana

Publisher

Springer International Publishing

Reference90 articles.

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3. Arditti FD, Levy H (1975) Portfolio efficiency analysis in three moments: the multiperiod case. J Financ 30(3):797–809

4. Athayde GM Flôres, RG (1997) A CAPM with higher moments: theory and econometrics. FGV EPGE economics working papers (Ensaios Economicos da EPGE) 317. EPGE Brazilian School of Economics and Finance – FGV EPGE (Brazil)

5. Baležentis A, Baležentis T, Misiunas A (2012) An integrated assessment of Lithuanian economic sectors based on financial ratios and fuzzy MCDM methods. Technol Econ Dev Econ 18(1):34–53. https://doi.org/10.3846/20294913.2012.656151

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