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Research article

First published 2013-5

Should Americans invest internationally? Mean–variance portfolios optimization and stochastic dominance approaches

Fathi Abid, Mourad Mroua, Wing Keung Wong

Risk and Decision Analysis

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Research article

First published 2014-8

Extended mean–variance model for reliable evolutionary portfolio optimization

Sandra García, David Quintana, Inés M. Galván [...]

The European Journal on Artificial Intelligence

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Research article

First published 2006-7

Mean-Variance Approach in Portfolio Selection: A Test of Optimization under Different Economic Conditions

Raj S. Dhankar, Rakesh Kumar

Asia-Pacific Journal of Management Research and Innovation

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Review article

First published 2020-7

The Impact of Financial Crises on the Asset Allocation: Classical Theory Versus Behavioral Theory

Amen Aissi Harzallah, Mouna Boujelbene Abbes

Journal of Interdisciplinary Economics

Open access

Research article

First published 2025-1-20

Optimal REIT Portfolio Selection Using Machine Learning

Wendi Zhang, Bin Li, Tarlok Singh [...]

Journal of Alternative Finance

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Research article

First published 2022-4

The Evaluation of Mean-Detrended Cross-Correlation Analysis Portfolio Strategy for Multiple risk Assets

Xi Zhang, Xu Wu, Linlin Zhang [...]

Evaluation Review

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Research article

First published 2018-08

Optimal Advertising Budget Allocation in Luxury Fashion Markets with Social Influences: A Mean‐Variance Analysis

Chun‐Hung Chiu, Tsan‐Ming Choi, Xin Dai [...]

Production and Operations Management

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Research article

First published 2021-04-22

The effect of underlying distribution of asset returns on efficiency in DEA models

S.M. Mirsadeghpour Zoghi, M. Sanei, G. Tohidi [...]

Journal of Intelligent & Fuzzy Systems: Applications in Engineering and Technology

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Research article

First published 2013-2

A mean–variance portfolio selection problem subject to a benchmark constraint: An existence result

S.C.P. Yam, S.P. Yung, J.H. Zhou

Risk and Decision Analysis

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Research article

First published 2009-2

On the Markowitz mean–variance analysis of self-financing portfolios

Zhidong Bai, Huixia Liu, Wing-Keung Wong

Risk and Decision Analysis

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