Modeling of portfolio optimization with returns uncertainty and cross-efficiency evaluation

Omega 2026

View at publisher

Authors: Bo Li, Qinglong Gao, Yadong Shu

DOI: 10.1016/j.omega.2026.103566

Cited by: 1

References: 75

Fields of Study & Subjects

Risk and Portfolio Optimization Capital Investment and Risk Analysis Stochastic processes and financial applications

References 75