Linear vs. quadratic portfolio selection models with hard real-world constraints (Q2355713)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear vs. quadratic portfolio selection models with hard real-world constraints |
scientific article |
Statements
Linear vs. quadratic portfolio selection models with hard real-world constraints (English)
0 references
24 July 2015
0 references
mixed integer linear and quadratic programming
0 references
portfolio performance
0 references
conditional value-at-risk
0 references
mean-variance
0 references
mean semi-absolute deviation
0 references
