An analytical derivation of the efficient surface in portfolio selection with three criteria (Q2404339)
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scientific article; zbMATH DE number 6775800
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| English | An analytical derivation of the efficient surface in portfolio selection with three criteria |
scientific article; zbMATH DE number 6775800 |
Statements
An analytical derivation of the efficient surface in portfolio selection with three criteria (English)
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18 September 2017
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multiple criteria optimization
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tri-criterion portfolio selection
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minimum-variance frontier
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\(e\)-constraint method
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efficient surface
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paraboloids
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0.8590103983879089
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0.7954659461975098
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0.7765488028526306
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0.7487189769744873
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