LP solvable models for portfolio optimization: a classification and computational comparison (Q4464020): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 15:58, 5 March 2024
scientific article; zbMATH DE number 2067114
Language | Label | Description | Also known as |
---|---|---|---|
English | LP solvable models for portfolio optimization: a classification and computational comparison |
scientific article; zbMATH DE number 2067114 |
Statements
LP solvable models for portfolio optimization: a classification and computational comparison (English)
0 references
27 May 2004
0 references
portfolio optimization
0 references
mean-risk and mean-safety model
0 references
linear programming
0 references
experimental analysis
0 references