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

Author

Listed:
  • 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)

Abstract

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: https://hal.archives-ouvertes.fr/hal-01916529
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    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.

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