On admissible efficient portfolio selection: models and algorithms (Q2493766)
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scientific article; zbMATH DE number 5033047
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | On admissible efficient portfolio selection: models and algorithms |
scientific article; zbMATH DE number 5033047 |
Statements
On admissible efficient portfolio selection: models and algorithms (English)
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16 June 2006
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portfolio selection
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efficient frontier
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admissible return
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admissible risk
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lending
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borrowing
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0.8861046433448792
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0.8851678371429443
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0.8524655103683472
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0.7909034490585327
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