Browsing by Subject "Variance"

Now showing items 1-3 of 3

    • Covariances with OWA operators and Bonferroni means 
      Blanco Mesa, Fabio; León Castro, Ernesto; Merigó Lindahl, José (Springer, 2020)
      The covariance is a statistical technique that is widely used to measure the dispersion between two sets of elements. This work develops new covariance measures by using the ordered weighted average (OWA) operator and ...
    • Mean-variance portfolio selection with the ordered weighted average 
      Laengle Scarlazetta, Sigifredo; Loyola Fuentes, Gino; Merigó Lindahl, José (IEEE, 2017)
      Portfolio selection is the theory that studies the pro-cess of selecting the optimal proportion of different assets. The firstapproach was introduced by Harry Markowitz and was based ona mean-variance framework. This paper ...
    • OWA Operators in Portfolio Selection 
      Laengle Scarlazetta, Sigifredo; Loyola Fuentes, Gino; Merigó Lindahl, José (Springer, 2015)
      Portfolio choice is the process of selecting the optimal proportion of various assets. One of the most well-known methods is the mean-variance approach developed by Harry Markowitz. This paper introduces the ordered ...