Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713): Difference between revisions
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Revision as of 03:10, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Linear vs. quadratic portfolio selection models with hard real-world constraints |
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Linear vs. quadratic portfolio selection models with hard real-world constraints (English)
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24 July 2015
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mixed integer linear and quadratic programming
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portfolio performance
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conditional value-at-risk
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mean-variance
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mean semi-absolute deviation
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