A Parametric Linear Complementarity Technique for Optimal Portfolio Selection with a Risk-Free Asset (Q3883877): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
Revision as of 13:13, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A Parametric Linear Complementarity Technique for Optimal Portfolio Selection with a Risk-Free Asset |
scientific article |
Statements
A Parametric Linear Complementarity Technique for Optimal Portfolio Selection with a Risk-Free Asset (English)
0 references
1980
0 references
parametric linear complementarity technique
0 references
single-period optimal portfolio selection problem
0 references
risk-free asset
0 references
two-stage approach
0 references
parametric approach
0 references
computational results
0 references
comparison of algorithms
0 references
