A Parametric Linear Complementarity Technique for Optimal Portfolio Selection with a Risk-Free Asset (Q3883877): Difference between revisions
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Revision as of 00:31, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Parametric Linear Complementarity Technique for Optimal Portfolio Selection with a Risk-Free Asset |
scientific article |
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A Parametric Linear Complementarity Technique for Optimal Portfolio Selection with a Risk-Free Asset (English)
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1980
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parametric linear complementarity technique
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single-period optimal portfolio selection problem
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risk-free asset
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two-stage approach
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parametric approach
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computational results
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comparison of algorithms
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