Dotted Representations of Mean-Variance Efficient Frontiers and their Computation (Q6160190): Difference between revisions

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Latest revision as of 03:13, 1 August 2024

scientific article; zbMATH DE number 7683531
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English
Dotted Representations of Mean-Variance Efficient Frontiers and their Computation
scientific article; zbMATH DE number 7683531

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    Dotted Representations of Mean-Variance Efficient Frontiers and their Computation (English)
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    9 May 2023
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    portfolio selection
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    mean-variance efficient frontiers
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    hyperbolic segments
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    e-constraint method
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    trapezoidal rule
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    parametric quadratic programming
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