Mean-Variance Portfolio Optimization Based on Ordinal Information

Eranda Dragoti-Cela, Ulrich Pferschy, Roland Mestel, Stephan Hafner

Research output: Working paperDiscussion paperResearch

Original languageEnglish
Pages1-34
Number of pages34
Publication statusPublished - 25 Apr 2019

ASJC Scopus subject areas

  • Mathematics (miscellaneous)

Fields of Expertise

  • Information, Communication & Computing

Treatment code (Nähere Zuordnung)

  • Basic - Fundamental (Grundlagenforschung)

Cite this

Dragoti-Cela, E., Pferschy, U., Mestel, R., & Hafner, S. (2019). Mean-Variance Portfolio Optimization Based on Ordinal Information. (pp. 1-34).