Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints (Q4646502): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
| (One intermediate revision by one other user not shown) | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1088/1469-7688/1/5/301 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2170221568 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 21:04, 19 March 2024
scientific article; zbMATH DE number 7001055
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints |
scientific article; zbMATH DE number 7001055 |
Statements
Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints (English)
0 references
14 January 2019
0 references
mean-variance Markovitz model
0 references
portfolio selection
0 references
