Combined forecasts in portfolio optimization: a generalized approach (Q1762047)
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scientific article; zbMATH DE number 6107514
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| English | Combined forecasts in portfolio optimization: a generalized approach |
scientific article; zbMATH DE number 6107514 |
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Combined forecasts in portfolio optimization: a generalized approach (English)
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15 November 2012
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multiple objective programming
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risk management
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global optimization
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portfolio optimization
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conic scalarization
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F-MSG algorithm
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0.7605830430984497
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0.7570608854293823
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0.7528454661369324
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0.7481755614280701
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