Combined forecasts in portfolio optimization: A generalized approach
- 30 April 2012
- journal article
- Published by Elsevier BV in Computers & Operations Research
- Vol. 39 (4), 805-819
- https://doi.org/10.1016/j.cor.2010.09.008
Abstract
No abstract availableKeywords
This publication has 38 references indexed in Scilit:
- A Risk Analysis Model in Concurrent Engineering Product DevelopmentRisk Analysis, 2010
- Enterprise risk management: coping with model risk in a large bankJournal of the Operational Research Society, 2010
- Enterprise risk management: a DEA VaR approach in vendor selectionInternational Journal of Production Research, 2009
- Enterprise risk management: small business scorecard analysisProduction Planning & Control, 2009
- Introduction to the Special Section on “Optimizing Risk Management: Methods and Tools”Human and Ecological Risk Assessment: An International Journal, 2009
- Supply chain risk, simulation, and vendor selectionInternational Journal of Production Economics, 2008
- Estimation Risk in Portfolio Selection: The Mean Variance Model Versus the Mean Absolute Deviation ModelManagement Science, 1997
- Portfolio selection with skewness: A multiple-objective approachReview of Quantitative Finance and Accounting, 1991
- Models of Capital Budgeting, E-V Vs E-SJournal of Financial and Quantitative Analysis, 1970
- Portfolio SelectionThe Journal of Finance, 1952