On the use of optimization models for portfolio selection: A review and some computational results (Q1890889)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On the use of optimization models for portfolio selection: A review and some computational results |
scientific article; zbMATH DE number 758110
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the use of optimization models for portfolio selection: A review and some computational results |
scientific article; zbMATH DE number 758110 |
Statements
On the use of optimization models for portfolio selection: A review and some computational results (English)
0 references
23 May 1995
0 references
bond portfolio optimization
0 references
portfolio theory
0 references
Markowitz mean-variance model
0 references
dual algorithm
0 references
constrained optimization
0 references
0 references
0 references
0 references
0 references
0 references
0.8088657259941101
0 references
0.8085417747497559
0 references
0.8074944615364075
0 references
