Practical Portfolio Selection Problems Consistent With A Given Preference Ordering

Abstract

Svetlozar T. Rachev* Department of Econometrics, Statistics and Mathematical Finance, School of Economics and Business Engineering, University of Karlsruhe and KIT, Kollegium am Schloss, Bau II, 20.12, R210, Postfach 6980, D-76128, Karlsruhe, Germany and Department of Statistics and Applied Probability University of California, Santa Barbara CA 93106-3110… (More)

Topics

Cite this paper

@inproceedings{Ortobelli2008PracticalPS, title={Practical Portfolio Selection Problems Consistent With A Given Preference Ordering}, author={Sergio Ortobelli and Svetlozar T. Rachev and Haim Shalit and Frank J. Fabozzi}, year={2008} }