Controlling risk through diversification in portfolio selection with non-historical information-Reference-Cited by-同舟云学术

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Controlling risk through diversification in portfolio selection with non-historical information

Published:2017-12-04 Issue:10 Volume:69 Page:1543-1548
ISSN:0160-5682
Container-title:Journal of the Operational Research Society
language:en
Short-container-title:Journal of the Operational Research Society

Author:

Calvo C.¹,Ivorra C.¹,Liern V.¹

Affiliation:

1. Departamento de Matemáticas para la Econom′ίa y la Empresa, Universidad de Valencia, Valencia, Spain

Publisher

Informa UK Limited

Subject

Marketing,Management Science and Operations Research,Strategy and Management,Management Information Systems

Link

http://link.springer.com/content/pdf/10.1057/s41274-017-0195-6.pdf

Reference12 articles.

1. Approximating the optimum portfolio for an investor with particular preferences

2. Optimal Portfolio Allocation under Higher Moments

3. Portfolio performance evaluation in a mean–variance–skewness framework

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. Grading Investment Diversification Options in Presence of Non-Historical Financial Information;Mathematics;2021-03-23

2. Literature Review;Springer Optimization and Its Applications;2020

3. Optimization of investment portfolio management;Serbian Journal of Management;2019

4. On the increasing importance of multiple criteria decision aid methods for portfolio selection;Journal of the Operational Research Society;2018-06-11

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