Amine Mounir

Publication Activity (10 Years)

Years Active: 2011-2012
Publications (10 Years): 0

Top Topics

Portfolio Optimization

Linear Programming

Similarity Measure

Utility Function

Top Venues

J. Oper. Res. Soc.

Publications

Kristiaan Kerstens, Amine Mounir, Ignace Van de Woestyne
Benchmarking mean-variance portfolios using a shortage function: the choice of direction vector affects rankings! J. Oper. Res. Soc. 63 (9) (2012)
Kristiaan Kerstens, Amine Mounir, Ignace Van de Woestyne
Geometric representation of the mean-variance-skewness portfolio frontier based upon the shortage function. Eur. J. Oper. Res. 210 (1) (2011)