A branch and bound algorithm for solving mean-risk-skewness portfolio models (Q4946710): Difference between revisions
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Latest revision as of 14:19, 19 March 2024
scientific article; zbMATH DE number 1422766
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A branch and bound algorithm for solving mean-risk-skewness portfolio models |
scientific article; zbMATH DE number 1422766 |
Statements
A branch and bound algorithm for solving mean-risk-skewness portfolio models (English)
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10 July 2000
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portfolio optimization
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branch-and-bound algorithm
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