Mean–variance vs trend–risk portfolio selection

Neděla, David; Ortobelli, Sergio; Tichý, Tomáš

doi:10.1007/s11846-023-00660-x

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Mean–variance vs trend–risk portfolio selection

Author(s): David Neděla , Sergio Ortobelli , Tomáš Tichý

Publication date (Electronic): April 13 2023

Journal: Review of Managerial Science

Publisher: Springer Science and Business Media LLC

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Most cited references 31

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Estimation of Relationships for Limited Dependent Variables

James Tobin (1958)

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The Variation of Certain Speculative Prices

Benoît Mandelbrot (1963)

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Conditional value-at-risk for general loss distributions

R.Tyrrell Rockafellar, Stanislav Uryasev (2002)

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David Neděla: (View ORCID Profile)

Journal

Title: Review of Managerial Science

Abbreviated Title: Rev Manag Sci

Publisher: Springer Science and Business Media LLC

ISSN (Print): 1863-6683

ISSN (Electronic): 1863-6691

Publication date Created: July 2024

Publication date (Electronic): April 13 2023

Publication date (Print): July 2024

Volume: 18

Issue: 7

Pages: 2047-2078

Article

DOI: 10.1007/s11846-023-00660-x

SO-VID: 139f30ae-e927-4e5b-8953-f4436737ac5f

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https://www.springernature.com/gp/researchers/text-and-data-mining

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