Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (Q1014980)
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scientific article; zbMATH DE number 5550007
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| English | Portfolio selection under possibilistic mean-variance utility and a SMO algorithm |
scientific article; zbMATH DE number 5550007 |
Statements
Portfolio selection under possibilistic mean-variance utility and a SMO algorithm (English)
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30 April 2009
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possibilistic distribution
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portfolio selection
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mean-variance utility
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parametric quadratic programming
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sequential minimal optimization (SMO)
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0.8199293613433838
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0.8199293613433838
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0.7966906428337097
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0.7874033451080322
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0.7871019244194031
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