Correction to: Responsible investing and portfolio selection: a shapley - CVaR approach

被引:0
|
作者
Giacomo Morelli
机构
[1] Sapienza University of Rome,Department of Statistical Sciences
来源
关键词
D O I
暂无
中图分类号
学科分类号
摘要
引用
收藏
页码:1293 / 1293
相关论文
共 50 条
  • [1] Responsible investing and portfolio selection: a shapley-CVaR approach
    Morelli, Giacomo
    [J]. ANNALS OF OPERATIONS RESEARCH, 2023,
  • [2] Responsible investing and portfolio selection: a shapley-CVaR approach (Jan, 10.1007/s10479-022-05144-x, 2023)
    Morelli, Giacomo
    [J]. ANNALS OF OPERATIONS RESEARCH, 2024, 332 (1-3) : 1293 - 1293
  • [3] Socially responsible investing portfolio: An almost stochastic dominance approach
    Do, Trung K.
    [J]. INTERNATIONAL JOURNAL OF FINANCE & ECONOMICS, 2021, 26 (01) : 1122 - 1132
  • [4] Portfolio selection with uncertain exit time: A robust CVaR approach
    Huang, Dashan
    Zhu, Shu-Shang
    Fabozzi, Frank J.
    Fukushima, Masao
    [J]. JOURNAL OF ECONOMIC DYNAMICS & CONTROL, 2008, 32 (02): : 594 - 623
  • [5] Beyond Socially Responsible Investing: Effects of Mission-Driven Portfolio Selection
    Fritz, Tizian M.
    von Schnurbein, Georg
    [J]. SUSTAINABILITY, 2019, 11 (23)
  • [6] A relative robust approach on expected returns with bounded CVaR for portfolio selection
    Benati, S.
    Conde, E.
    [J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2022, 296 (01) : 332 - 352
  • [7] Portfolio selection under distributional uncertainty: A relative robust CVaR approach
    Huang, Dashan
    Zhu, Shushang
    Fabozzi, Frank J.
    Fukushima, Masao
    [J]. EUROPEAN JOURNAL OF OPERATIONAL RESEARCH, 2010, 203 (01) : 185 - 194
  • [8] Multiperiod Mean-CVaR Portfolio Selection
    Cui, Xiangyu
    Shi, Yun
    [J]. MODELLING, COMPUTATION AND OPTIMIZATION IN INFORMATION SYSTEMS AND MANAGEMENT SCIENCES - MCO 2015, PT 1, 2015, 359 : 293 - 304
  • [9] Stochastic dominance and CVaR in portfolio selection problem
    Kopa, Milos
    [J]. PROCEEDINGS OF THE 23RD INTERNATIONAL CONFERENCE ON MATHEMATICAL METHODS IN ECONOMICS 2005, 2005, : 211 - 216
  • [10] Bayesian portfolio selection using VaR and CVaR
    Bodnar, Taras
    Lindholm, Mathias
    Niklasson, Vilhelm
    Thorsen, Erik
    [J]. APPLIED MATHEMATICS AND COMPUTATION, 2022, 427