The Linear Fractional Portfolio Selection Problem (Q3929491): Difference between revisions
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Revision as of 14:31, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Linear Fractional Portfolio Selection Problem |
scientific article |
Statements
The Linear Fractional Portfolio Selection Problem (English)
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1981
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linear fractional portfolio selection
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excess-return-to-beta ratio
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gradient procedure
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continuous Knapsack subproblems
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computational experience
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choice of securities
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computational complexity
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