On the computation of the efficient frontier of the portfolio selection problem
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Publication:1760553
DOI10.1155/2012/105616zbMath1251.91069OpenAlexW2006553320WikidataQ57512629 ScholiaQ57512629MaRDI QIDQ1760553
Vicente Liern, Carlos Ivorra, Clara Calvo
Publication date: 15 November 2012
Published in: Journal of Applied Mathematics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1155/2012/105616
Related Items (6)
Fuzzy portfolio selection including cardinality constraints and integer conditions ⋮ Fuzzy portfolio selection with non-financial goals: exploring the efficient frontier ⋮ Interactive Socially Responsible Portfolio Selection: An Application to the Spanish Stock Market ⋮ Extracting from the relaxed for large-scale semi-continuous variable nondominated frontiers ⋮ Modeling and Assessment of Financial Investments by Portfolio Optimization on Stock Exchange ⋮ Markowitz portfolio optimization through pairs trading cointegrated strategy in long-term investment
Uses Software
Cites Work
- A framework for managing a portfolio of socially responsible investments.
- Exact and heuristic procedures for solving the fuzzy portfolio selection problem
- Suitable-portfolio investors, nondominated frontier sensitivity, and the effect of multiple objectives on standard portfolio selection
- Sensitivity Analysis for Mean-Variance Portfolio Problems
- Robust Portfolio Selection Problems
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