A Stochastic Generalized Network Model and Large-Scale Mean-Variance Algorithm for Portfolio Selection (Q3807836): Difference between revisions
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| Property / MaRDI profile type: MaRDI publication profile / rank | |||
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| Property / full work available at URL: https://doi.org/10.1080/02522667.1988.10698932 / rank | |||
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| Property / OpenAlex ID: W2074661090 / rank | |||
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| Property / cites work: Q3252517 / rank | |||
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| Property / cites work: Bimatrix Equilibrium Points and Mathematical Programming / rank | |||
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| Property / cites work: Large-Scale Portfolio Optimization / rank | |||
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| Property / cites work: Decomposed enumeration of extreme points in the linear programming problem / rank | |||
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| Property / cites work: The Simplex Method for Quadratic Programming / rank | |||
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Latest revision as of 10:00, 19 June 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Generalized Network Model and Large-Scale Mean-Variance Algorithm for Portfolio Selection |
scientific article |
Statements
A Stochastic Generalized Network Model and Large-Scale Mean-Variance Algorithm for Portfolio Selection (English)
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1988
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large scale mean-variance portfolio selection
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nonparametric description of stochastic processes
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frequency domain
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network model
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