Comments on ``A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem'' (Q953463): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 18:36, 30 January 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comments on ``A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem'' |
scientific article |
Statements
Comments on ``A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem'' (English)
0 references
20 November 2008
0 references
portfolio optimization
0 references
Value-at-Risk
0 references
linear integer programming
0 references
