PORTFOLIO ANALYSIS OF REF METHOD BASED ON MEAN VARIANCE OPTIMIZATION OF MULTI-OBJECTIVE MODEL (Q5269640): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 20:35, 8 February 2024
scientific article; zbMATH DE number 6735662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PORTFOLIO ANALYSIS OF REF METHOD BASED ON MEAN VARIANCE OPTIMIZATION OF MULTI-OBJECTIVE MODEL |
scientific article; zbMATH DE number 6735662 |
Statements
PORTFOLIO ANALYSIS OF REF METHOD BASED ON MEAN VARIANCE OPTIMIZATION OF MULTI-OBJECTIVE MODEL (English)
0 references
27 June 2017
0 references
portfolio optimization
0 references
mean-variance
0 references
resampling
0 references
efficient frontier
0 references
multi-objective
0 references
moderate risk
0 references
