Individual and cooperative portfolio optimization as linear program (Q2091212)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Individual and cooperative portfolio optimization as linear program |
scientific article |
Statements
Individual and cooperative portfolio optimization as linear program (English)
0 references
1 November 2022
0 references
portfolio optimization
0 references
linear programming
0 references
deviation measures
0 references
risk measures
0 references
cooperative investment
0 references