A relaxation algorithm for building undominated portfolios-Reference-Cited by-同舟云学术

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A relaxation algorithm for building undominated portfolios

Published:1977-10 Issue:2 Volume:1 Page:143-150
ISSN:0378-4266
Container-title:Journal of Banking & Finance
language:en
Short-container-title:Journal of Banking & Finance

Author:

Gavish Bezalel

Publisher

Elsevier BV

Subject

Economics and Econometrics,Finance

Reference14 articles.

1. Efficient algorithms for conducting stochastic dominance tests on large numbers of portfolios: A comment;Frankfurter;Journal of Financial and Quantitative Analysis,1975

2. Rules for ordering uncertain prospects;Hadar;American Economic Review,1969

3. The efficiency analysis of choices involving risk;Hanoch;Review of Economic Studies,1969

4. IBM, Mathematical programming system extended/370 - Program reference manual, SH-19-1095

5. Optimization theory for large systems;Lasdon,1970

Cited by 4 articles. 订阅此论文施引文献订阅此论文施引文献，注册后可以免费订阅5篇论文的施引文献，订阅后可以查看论文全部施引文献

1. Efficient Diversification According to Stochastic Dominance Criteria;Management Science;2004-10

2. REFERENCES;Portfolio Theory;1980

3. Some practical aspects of portfolio management;Engineering and Process Economics;1979-06

4. Alcuni aspetti della teoria matematica della selezione degli investimenti;Rendiconti del Seminario Matematico e Fisico di Milano;1976-12

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