On the use of optimization models for portfolio selection: A review and some computational results (Q1890889): Difference between revisions
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Revision as of 05:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the use of optimization models for portfolio selection: A review and some computational results |
scientific article |
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On the use of optimization models for portfolio selection: A review and some computational results (English)
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23 May 1995
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bond portfolio optimization
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portfolio theory
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Markowitz mean-variance model
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dual algorithm
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constrained optimization
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