El problema de la seleccion de la cartera cuando las rentas tienen distribuciones estables
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Publication:3880566
DOI10.1007/BF02908015zbMath0438.90043MaRDI QIDQ3880566
No author found.
Publication date: 1975
Published in: Trabajos de Estadistica y de Investigacion Operativa (Search for Journal in Brave)
financeduality theoremsymmetric stable distributionportfolio selection problemoptimal portfoliosefficient portfoliosrisk-free assetcriterion of maximum probabilityfractile criterionMarkowitz theoryparametric convex programprofits with stable distributions
Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Fractional programming (90C32) Operations research and management science (90B99)
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