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  • Search: subject:"tracking-error measures"
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Probability metrics 2 behavioral finance ordering 2 coherent measures 2 linearizable optimization problems 2 stochastic orderings 2 tracking-error measures 2 Anlageverhalten 1 Behavioural finance 1 Mathematical programming 1 Mathematische Optimierung 1 Measurement 1 Messung 1 Portfolio selection 1 Portfolio-Management 1 Probability theory 1 Stochastic process 1 Stochastischer Prozess 1 Theorie 1 Theory 1 Wahrscheinlichkeitsrechnung 1
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Article 2
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1 Undetermined 1
Author
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FABOZZI, FRANK J. 1 Fabozzi, Frank J. 1 LOZZA, SERGIO ORTOBELLI 1 Lozza, Sergio Ortobelli 1 SHALIT, HAIM 1 Shalit, Haim 1
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International Journal of Theoretical and Applied Finance (IJTAF) 1 International journal of theoretical and applied finance 1
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ECONIS (ZBW) 1 RePEc 1
Showing 1 - 2 of 2
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PORTFOLIO SELECTION PROBLEMS CONSISTENT WITH GIVEN PREFERENCE ORDERINGS
LOZZA, SERGIO ORTOBELLI; SHALIT, HAIM; FABOZZI, FRANK J. - In: International Journal of Theoretical and Applied … 16 (2013) 05, pp. 1350029-1
measures, variability measures, and tracking-error measures, as well as their consistency with investor choices. Finally, for …
Persistent link: https://www.econbiz.de/10011011290
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Cover Image
Portfolio selection problems consistent with given preference orderings
Lozza, Sergio Ortobelli; Shalit, Haim; Fabozzi, Frank J. - In: International journal of theoretical and applied finance 16 (2013) 5, pp. 1-38
Persistent link: https://www.econbiz.de/10009783998
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