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

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https://hal.archives-ouvertes.fr/hal-01916529
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Submitted on : Thursday, November 8, 2018 - 3:18:53 PM
Last modification on : Thursday, April 11, 2019 - 9:25:01 AM

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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, Elsevier, 2018, 113, pp.161 - 185. ⟨10.1016/j.eswa.2018.06.040⟩. ⟨hal-01916529⟩

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