Vast Portfolio Selection With Gross-Exposure Constraints (Q4916498)
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scientific article; zbMATH DE number 6156547
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Vast Portfolio Selection With Gross-Exposure Constraints |
scientific article; zbMATH DE number 6156547 |
Statements
Vast Portfolio Selection With Gross-Exposure Constraints (English)
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22 April 2013
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mean-variance efficiency
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portfolio improvement
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portfolio optimization
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risk assessment
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risk optimization
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short-sale constraint
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