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Article Dans Une Revue Expert Systems with Applications Année : 2018

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

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

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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⟩
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