A mean-maverick game cross-efficiency approach to portfolio selection: An application to Paris stock exchange - Archive ouverte HAL Access content directly
Journal Articles Expert Systems with Applications Year : 2018

A mean-maverick game cross-efficiency approach to portfolio selection: An application to Paris stock exchange

No file

Dates and versions

hal-01916529 , version 1 (08-11-2018)

Identifiers

Cite

Hédi Essid, Janet Ganouati, Stephane Vigeant. A mean-maverick game cross-efficiency approach to portfolio selection: An application to Paris stock exchange. Expert Systems with Applications, 2018, 113, pp.161 - 185. ⟨10.1016/j.eswa.2018.06.040⟩. ⟨hal-01916529⟩
50 View
0 Download

Altmetric

Share

Gmail Facebook X LinkedIn More