Computation of mean-semivariance efficient sets by the critical line algorithm (Q1313166)
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scientific article; zbMATH DE number 490526
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| English | Computation of mean-semivariance efficient sets by the critical line algorithm |
scientific article; zbMATH DE number 490526 |
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Computation of mean-semivariance efficient sets by the critical line algorithm (English)
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26 January 1994
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mean-variance efficient frontier
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mean-semivariance portfolio optimization
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parametric non-quadratic programming
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critical line algorithm
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0.801220715045929
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0.7842805981636047
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0.7690024375915527
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