Epsilon-dominating solutions in mean-variance portfolio analysis (Q1291760)
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scientific article; zbMATH DE number 1299935
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| default for all languages | No label defined |
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| English | Epsilon-dominating solutions in mean-variance portfolio analysis |
scientific article; zbMATH DE number 1299935 |
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Epsilon-dominating solutions in mean-variance portfolio analysis (English)
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13 May 2001
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mean-variance
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portfolio analysis
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efficiency
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epsilon-dominance
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0.7686289548873901
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0.7593098282814026
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0.7564702033996582
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0.7529034614562988
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