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

Author

Listed:
  • Hédi Essid

    (Institut Supérieur de Gestion - Institut Supérieur de Gestion)

  • Janet Ganouati

    (LEM - Lille économie management - UMR 9221 - UA - Université d'Artois - UCL - Université catholique de Lille - Université de Lille - CNRS - Centre National de la Recherche Scientifique)

  • Stephane Vigeant

    (Institut des sciences economiques et de management - Université de Lille, Sciences et Technologies)

Abstract

No abstract is available for this item.

Suggested Citation

  • Hédi Essid & Janet Ganouati & Stephane Vigeant, 2018. "A mean-maverick game cross-efficiency approach to portfolio selection: An application to Paris stock exchange," Post-Print hal-01916529, HAL.
    • Handle: RePEc:hal:journl:hal-01916529
    DOI: 10.1016/j.eswa.2018.06.040
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    Citations

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    Cited by:

    1. Maciel, Leandro, 2021. "A new approach to portfolio management in the Brazilian equity market: Does assets efficiency level improve performance?," The Quarterly Review of Economics and Finance, Elsevier, vol. 81(C), pages 38-56.
    2. Baitong Li & Jian Li & Chen Liu & Xinyan Yao & Jingxuan Dong & Meijun Xia, 2023. "Provincial Inclusive Green Growth Efficiency in China: Spatial Correlation Network Investigation and Its Influence Factors," Land, MDPI, vol. 12(3), pages 1-24, March.
    3. Liu, Hui-hui & Song, Yao-yao & Liu, Xiao-xiao & Yang, Guo-liang, 2020. "Aggregating the DEA prospect cross-efficiency with an application to state key laboratories in China," Socio-Economic Planning Sciences, Elsevier, vol. 71(C).
    4. Alizadeh, Reza & Gharizadeh Beiragh, Ramin & Soltanisehat, Leili & Soltanzadeh, Elham & Lund, Peter D., 2020. "Performance evaluation of complex electricity generation systems: A dynamic network-based data envelopment analysis approach," Energy Economics, Elsevier, vol. 91(C).
    5. Yinsheng Yang & Qianwei Zhuang & Guangdong Tian & Silin Wei, 2018. "A Management and Environmental Performance Evaluation of China’s Family Farms Using an Ultimate Comprehensive Cross-Efficiency Model (UCCE)," Sustainability, MDPI, vol. 11(1), pages 1-25, December.
    6. Lei Chen & Ying-Ming Wang & Yan Huang, 2020. "Cross-efficiency aggregation method based on prospect consensus process," Annals of Operations Research, Springer, vol. 288(1), pages 115-135, May.
    7. Liu, Yong-Jun & Yang, Guo-Sen & Zhang, Wei-Guo, 2024. "A novel regret-rejoice cross-efficiency approach for energy stock portfolio optimization," Omega, Elsevier, vol. 126(C).
    8. Ramin Gharizadeh Beiragh & Reza Alizadeh & Saeid Shafiei Kaleibari & Fausto Cavallaro & Sarfaraz Hashemkhani Zolfani & Romualdas Bausys & Abbas Mardani, 2020. "An integrated Multi-Criteria Decision Making Model for Sustainability Performance Assessment for Insurance Companies," Sustainability, MDPI, vol. 12(3), pages 1-24, January.
    9. Adam, Lukáš & Branda, Martin, 2021. "Risk-aversion in data envelopment analysis models with diversification," Omega, Elsevier, vol. 102(C).
    10. Lei Peng & Zhaotong Lian, 2021. "Diversification and efficiency of life insurers in China and India," The Geneva Papers on Risk and Insurance - Issues and Practice, Palgrave Macmillan;The Geneva Association, vol. 46(4), pages 710-730, October.
    11. Yongzheng Zhang & Chunming Ye & Xiuli Geng, 2022. "A Hesitant Fuzzy Method for Evaluating Risky Cold Chain Suppliers Based on an Improved TODIM," Sustainability, MDPI, vol. 14(16), pages 1-23, August.

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