A mean–variance portfolio selection problem subject to a benchmark constraint: An existence result (Q4921214): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.3233/rda-2012-0075 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1667189068 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 08:36, 30 July 2024
scientific article; zbMATH DE number 6165395
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A mean–variance portfolio selection problem subject to a benchmark constraint: An existence result |
scientific article; zbMATH DE number 6165395 |
Statements
A mean–variance portfolio selection problem subject to a benchmark constraint: An existence result (English)
0 references
23 May 2013
0 references
Lagrange multiplier
0 references
optimization
0 references
mean-variance portfolio selection
0 references
