Hosseinzadeh, Mohammad Mehdi; Ortobelli Lozza, Sergio; Hosseinzadeh Lotfi, Farhad; Moriggia, Vittorio Portfolio optimization with asset preselection using data envelopment analysis. (English) Zbl 07700330 CEJOR, Cent. Eur. J. Oper. Res. 31, No. 1, 287-310 (2023). MSC: 90Bxx × Cite Format Result Cite Review PDF Full Text: DOI OA License
Anthropelos, Michail; Geng, Tianran; Zariphopoulou, Thaleia Competition in fund management and forward relative performance criteria. (English) Zbl 1511.91123 SIAM J. Financ. Math. 13, No. 4, 1271-1301 (2022). Reviewer: Claudio Fontana (Paris) MSC: 91G10 91G15 91A80 × Cite Format Result Cite Review PDF Full Text: DOI arXiv