Vast Portfolio Selection With Gross-Exposure Constraints (Q4916498): Difference between revisions

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Latest revision as of 08:58, 6 July 2024

scientific article; zbMATH DE number 6156547
Language Label Description Also known as
English
Vast Portfolio Selection With Gross-Exposure Constraints
scientific article; zbMATH DE number 6156547

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    Vast Portfolio Selection With Gross-Exposure Constraints (English)
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    22 April 2013
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    mean-variance efficiency
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    portfolio improvement
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    portfolio optimization
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    risk assessment
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    risk optimization
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    short-sale constraint
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