On admissible efficient portfolio selection problem (Q702651)

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On admissible efficient portfolio selection problem
scientific article

    Statements

    title
    On admissible efficient portfolio selection problem (English)
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    publication date
    17 January 2005
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    zbMATH Keywords
    Portfolio selection
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    Efficient frontier
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    Admissible error
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    Quadratic programming
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    author
    Wei-Guo Zhang
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    Zan-Kan Nie
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    Identifiers

    Mathematics Subject Classification ID
    91G10
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    90C20
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    91B30
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    zbMATH DE Number
    2128833
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    OpenAlex ID
    W3000565563
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