OpenAlex | Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria

Properties, formulations, and algorithms for portfolio optimization using Mean-Gini criteria

Work

Year: 2016

Type: article

Source: Annals of Operations Research

Authors Ran Ji, Miguel A. Lejeune, Srinivas Y. Prasad

Institutions George Washington University, Decision Sciences (United States)

Cites: 65

Cited by: 16

Related to: 10

FWCI: 1.644

Citation percentile (by year/subfield): 85.37

Topic: Risk and Portfolio Optimization

Subfield: Management Science and Operations Research

Field: Decision Sciences

Domain: Social Sciences

Open Access status: closed