Acceptability Indexes for Portfolio Vectors
In this paper, we introduce two new classes of acceptability indexes, named quasi-concave acceptability indexes and coherent acceptability indexes, for portfolio vectors. We establish the one-to-one correspondence between quasi-concave (coherent, resp.) acceptability indexes and convex (coherent, re...
| Main Authors: | , , |
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| Format: | Article |
| Language: | English |
| Published: |
Hindawi Limited
2019-01-01
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| Series: | Mathematical Problems in Engineering |
| Online Access: | http://dx.doi.org/10.1155/2019/2196563 |