Modeling asset allocations and a new portfolio performance score

Ioannis Z. Emiris (), Apostolos Chalkis, Emmanouil Christoforou and Theodore Dalamagas
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Ioannis Z. Emiris: NKUA - National and Kapodistrian University of Athens, CRISAM - Inria Sophia Antipolis - Méditerranée - Inria - Institut National de Recherche en Informatique et en Automatique, ARC - Athena Research and Innovation Centre
Apostolos Chalkis: DI NKUA - Department of Informatics and Telecomunications [Kapodistrian Univ] - NKUA - National and Kapodistrian University of Athens, AROMATH - AlgebRe, geOmetrie, Modelisation et AlgoriTHmes - CRISAM - Inria Sophia Antipolis - Méditerranée - Inria - Institut National de Recherche en Informatique et en Automatique - NKUA - National and Kapodistrian University of Athens, CETI/ATHENA - CETI/ATHENA Research & Innovation Centre in Information Communication & Knowledge - CETI/ATHENA Research & Innovation Centre in Information Communication & Knowledge
Emmanouil Christoforou: DI NKUA - Department of Informatics and Telecomunications [Kapodistrian Univ] - NKUA - National and Kapodistrian University of Athens, AROMATH - AlgebRe, geOmetrie, Modelisation et AlgoriTHmes - CRISAM - Inria Sophia Antipolis - Méditerranée - Inria - Institut National de Recherche en Informatique et en Automatique - NKUA - National and Kapodistrian University of Athens, ARC - Athena Research and Innovation Centre
Theodore Dalamagas: ARC - Athena Research and Innovation Centre

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Date: 2021-12
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Published in Digital Finance, 2021, 3 (3-4), pp.333-371. ⟨10.1007/s42521-021-00040-8⟩

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Persistent link: https://EconPapers.repec.org/RePEc:hal:journl:hal-03523835

DOI: 10.1007/s42521-021-00040-8

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