IDEAS home Printed from
   My bibliography  Save this paper

A mean-maverick game cross-efficiency approach to portfolio selection: An application to Paris stock exchange


  • Hédi Essid

    () (Institut Supérieur de Gestion - Institut Supérieur de Gestion)

  • Janet Ganouati

    (LEM - Lille économie management - LEM - UMR 9221 - Université de Lille - UCL - Université catholique de Lille - CNRS - Centre National de la Recherche Scientifique)

  • Stephane Vigeant

    () (Institut des sciences economiques et de management - Université de Lille, Sciences et Technologies)


No abstract is available for this item.

Suggested Citation

  • Hédi Essid & Janet Ganouati & Stephane Vigeant, 2018. "A mean-maverick game cross-efficiency approach to portfolio selection: An application to Paris stock exchange," Post-Print hal-01916529, HAL.
  • Handle: RePEc:hal:journl:hal-01916529
    DOI: 10.1016/j.eswa.2018.06.040
    Note: View the original document on HAL open archive server:

    Download full text from publisher

    To our knowledge, this item is not available for download. To find whether it is available, there are three options:
    1. Check below whether another version of this item is available online.
    2. Check on the provider's web page whether it is in fact available.
    3. Perform a search for a similarly titled item that would be available.


    Citations are extracted by the CitEc Project, subscribe to its RSS feed for this item.

    Cited by:

    1. Yinsheng Yang & Qianwei Zhuang & Guangdong Tian & Silin Wei, 2018. "A Management and Environmental Performance Evaluation of China’s Family Farms Using an Ultimate Comprehensive Cross-Efficiency Model (UCCE)," Sustainability, MDPI, Open Access Journal, vol. 11(1), pages 1-25, December.

    More about this item


    Access and download statistics


    All material on this site has been provided by the respective publishers and authors. You can help correct errors and omissions. When requesting a correction, please mention this item's handle: RePEc:hal:journl:hal-01916529. See general information about how to correct material in RePEc.

    For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (CCSD). General contact details of provider: .

    If you have authored this item and are not yet registered with RePEc, we encourage you to do it here. This allows to link your profile to this item. It also allows you to accept potential citations to this item that we are uncertain about.

    We have no references for this item. You can help adding them by using this form .

    If you know of missing items citing this one, you can help us creating those links by adding the relevant references in the same way as above, for each refering item. If you are a registered author of this item, you may also want to check the "citations" tab in your RePEc Author Service profile, as there may be some citations waiting for confirmation.

    Please note that corrections may take a couple of weeks to filter through the various RePEc services.

    IDEAS is a RePEc service hosted by the Research Division of the Federal Reserve Bank of St. Louis . RePEc uses bibliographic data supplied by the respective publishers.