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Acceptability Indexes for Portfolio Vectors

Zeng, XF; Chen, YH; Hu, YJ

Zeng, XF (reprint author), Wuhan Univ, Sch Math & Stat, Wuhan 430072, Hubei, Peoples R China.

MATHEMATICAL PROBLEMS IN ENGINEERING, 2019; 2019 ():

Abstract

In this paper, we introduce two new classes of acceptability indexes, named quasi-concave acceptability indexes and coherent acceptability indexes, fo......

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