On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection (Q2212284)
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scientific article; zbMATH DE number 7276199
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| English | On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection |
scientific article; zbMATH DE number 7276199 |
Statements
On the analytical derivation of efficient sets in quad-and-higher criterion portfolio selection (English)
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20 November 2020
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multiple criteria portfolio selection
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analytical derivation
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minimum-variance surface
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nondominated set
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efficient set
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paraboloid
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0.8590103983879089
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0.7947754859924316
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0.7919631600379944
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0.7726163268089294
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