Work

New Sharpe-ratio-related methods for portfolio selection

Year: 2002

Type: conference-paper

Source: IEEE Conference on Computational Intelligence for Financial Engineering & Economics

DOI: 10.1109/cifer.2000.844594

Authors: Kei Keung Hung, Chi Chiu Cheung, Lei Xu

Institution: Chinese University of Hong Kong

Language: English

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W1912679334

FWCI: 0.873

Cites: 5

Cited by: 24

Related to: 10