A Stochastic Generalized Network Model and Large-Scale Mean-Variance Algorithm for Portfolio Selection (Q3807836): Difference between revisions
From MaRDI portal
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