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Indeterminacy in portfolio selection

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  • Simonelli, Maria Rosaria

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  • Simonelli, Maria Rosaria, 2005. "Indeterminacy in portfolio selection," European Journal of Operational Research, Elsevier, vol. 163(1), pages 170-176, May.
    • Handle: RePEc:eee:ejores:v:163:y:2005:i:1:p:170-176
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    References listed on IDEAS

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    1. Harry Markowitz, 1952. "The Utility of Wealth," Journal of Political Economy, University of Chicago Press, vol. 60(2), pages 151-151.
    2. Harry Markowitz, 1952. "Portfolio Selection," Journal of Finance, American Finance Association, vol. 7(1), pages 77-91, March.
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    Cited by:

    1. Kang, Yan-li & Tian, Jing-Song & Chen, Chen & Zhao, Gui-Yu & Li, Yuan-fu & Wei, Yu, 2021. "Entropy based robust portfolio," Physica A: Statistical Mechanics and its Applications, Elsevier, vol. 583(C).
    2. Pejman Peykani & Mojtaba Nouri & Mir Saman Pishvaee & Camelia Oprean-Stan & Emran Mohammadi, 2023. "Credibilistic Multi-Period Mean-Entropy Rolling Portfolio Optimization Problem Based on Multi-Stage Scenario Tree," Mathematics, MDPI, vol. 11(18), pages 1-23, September.
    3. Yongqi Zhao & Jiajia Chen, 2021. "A Quantitative Risk-Averse Model for Optimal Management of Multi-Source Standalone Microgrid with Demand Response and Pumped Hydro Storage," Energies, MDPI, vol. 14(9), pages 1-17, May.
    4. Brito, Irene, 2020. "A decision model based on expected utility, entropy and variance," Applied Mathematics and Computation, Elsevier, vol. 379(C).
    5. Jiuping Xu & Xiaoyang Zhou & Desheng Wu, 2011. "Portfolio selection using λ mean and hybrid entropy," Annals of Operations Research, Springer, vol. 185(1), pages 213-229, May.
    6. Schäfer, Dorothea & Stephan, Andreas & Weser, Henriette, 2023. "Crisis stress for the diversity of financial portfolios — evidence from European households," International Review of Economics & Finance, Elsevier, vol. 83(C), pages 330-347.

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