Epsilon-dominating solutions in mean-variance portfolio analysis (Q1291760)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 1299935
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Epsilon-dominating solutions in mean-variance portfolio analysis |
scientific article; zbMATH DE number 1299935 |
Statements
Epsilon-dominating solutions in mean-variance portfolio analysis (English)
0 references
13 May 2001
0 references
mean-variance
0 references
portfolio analysis
0 references
efficiency
0 references
epsilon-dominance
0 references
0.7686289548873901
0 references
0.7593098282814026
0 references
0.7564702033996582
0 references
0.7529034614562988
0 references
