On Competence of Lower Partial Moment of the First Order for Drawing the Efficient Frontier of Portfolios

Author:

Jasemi Milad,Mahmoodi Armin,Monplaisir Leslie

Publisher

Elsevier BV

Reference23 articles.

1. Portfolio Selection;H Markowitz;Journal of Finance,1952

2. Large-scale portfolio optimization;A F Perold;Management Science,1984

3. Portfolio selection under strict uncertainty: A multi-criteria methodology and its application to the Frankfurt and Vienna Stock Exchanges;E Ballestero;European Journal of Operational Research,2007

4. Portfolio optimization under partial uncertainty and incomplete information: a probability multimeasure-based approach;D La Torre;Annals of Operations Research,2016

5. Lower partial moments as measures of perceived risk: An experimental study;M Unser;Journal of Economic Psychology,2000

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