Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980): Difference between revisions
From MaRDI portal
Latest revision as of 12:18, 1 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Portfolio selection under possibilistic mean-variance utility and a SMO algorithm |
scientific article |
Statements
Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (English)
0 references
30 April 2009
0 references
possibilistic distribution
0 references
portfolio selection
0 references
mean-variance utility
0 references
parametric quadratic programming
0 references
sequential minimal optimization (SMO)
0 references
0 references