A Stochastic Generalized Network Model and Large-Scale Mean-Variance Algorithm for Portfolio Selection (Q3807836): Difference between revisions
From MaRDI portal
Set OpenAlex properties. |
ReferenceBot (talk | contribs) Changed an Item |
||
| Property / cites work | |||
| Property / cites work: Q3252517 / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Bimatrix Equilibrium Points and Mathematical Programming / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Large-Scale Portfolio Optimization / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: Decomposed enumeration of extreme points in the linear programming problem / rank | |||
Normal rank | |||
| Property / cites work | |||
| Property / cites work: The Simplex Method for Quadratic Programming / rank | |||
Normal rank | |||
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)
0 references
1988
0 references
large scale mean-variance portfolio selection
0 references
nonparametric description of stochastic processes
0 references
frequency domain
0 references
network model
0 references
