A Stochastic Generalized Network Model and Large-Scale Mean-Variance Algorithm for Portfolio Selection (Q3807836): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Stochastic Generalized Network Model and Large-Scale Mean-Variance Algorithm for Portfolio Selection |
scientific article |
Statements
A Stochastic Generalized Network Model and Large-Scale Mean-Variance Algorithm for Portfolio Selection (English)
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1988
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large scale mean-variance portfolio selection
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nonparametric description of stochastic processes
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frequency domain
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network model
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