Mean-Variance Portfolio Optimization Based on Ordinal Information

Eranda Dragoti-Cela, Ulrich Pferschy, Roland Mestel, Stephan Hafner

Publikation: Arbeitspapier › Discussion paper

ASJC Scopus subject areas

TY - UNPB

T1 - Mean-Variance Portfolio Optimization Based on Ordinal Information

AU - Dragoti-Cela, Eranda

AU - Pferschy, Ulrich

AU - Mestel, Roland

AU - Hafner, Stephan

PY - 2019/4/25

Y1 - 2019/4/25

UR - https://papers.ssrn.com/sol3/papers.cfm?abstract_id=3360250

M3 - Discussion paper

SP - 1

EP - 34

BT - Mean-Variance Portfolio Optimization Based on Ordinal Information

ER -