Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570): Difference between revisions
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 91G10 / rank | |||
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| Property / Mathematics Subject Classification ID | |||
| Property / Mathematics Subject Classification ID: 62P05 / rank | |||
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| Property / zbMATH DE Number | |||
| Property / zbMATH DE Number: 6692524 / rank | |||
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| Property / zbMATH Keywords | |||
mean-Gini model | |||
| Property / zbMATH Keywords: mean-Gini model / rank | |||
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mean-Gini ratio | |||
| Property / zbMATH Keywords: mean-Gini ratio / rank | |||
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| Property / zbMATH Keywords | |||
portfolio optimization | |||
| Property / zbMATH Keywords: portfolio optimization / rank | |||
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Revision as of 03:31, 1 July 2023
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria |
scientific article |
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Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (English)
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7 March 2017
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mean-Gini model
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mean-Gini ratio
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portfolio optimization
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