Use of stochastic and mathematical programming in portfolio theory and practice (Q1026547)
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scientific article; zbMATH DE number 5570693
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| English | Use of stochastic and mathematical programming in portfolio theory and practice |
scientific article; zbMATH DE number 5570693 |
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Use of stochastic and mathematical programming in portfolio theory and practice (English)
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25 June 2009
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portfolio theory
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mean-variance analysis
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risk aversion
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utility function
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stochastic programming
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capital growth theory
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0.8074249625205994
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0.8069337010383606
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0.8068088293075562
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