Possibilistic mean-variance portfolios versus probabilistic ones : the winner is...
Year of publication: |
2019
|
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Authors: | Corazza, Marco ; Nardelli, Carla |
Published in: |
Decisions in economics and finance : DEF ; a journal of applied mathematics. - Milano : Springer, ISSN 1593-8883, ZDB-ID 2040574-1. - Vol. 42.2019, 1, p. 51-75
|
Subject: | Mean-variance portfolio selection modeling | Possibilistic mean, variance and covariance à la Carlsson-Fullér-Majlender | Lower and upper possibilistic means variances and covariances | Comparison | Theorie | Theory | Portfolio-Management | Portfolio selection | Varianzanalyse | Analysis of variance | CAPM |
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