Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980): Difference between revisions
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Revision as of 18:06, 15 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Portfolio selection under possibilistic mean-variance utility and a SMO algorithm |
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Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (English)
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30 April 2009
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possibilistic distribution
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portfolio selection
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mean-variance utility
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parametric quadratic programming
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sequential minimal optimization (SMO)
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