Twenty years of linear programming based portfolio optimization (Q2514724)
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scientific article; zbMATH DE number 6395721
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| default for all languages | No label defined |
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| English | Twenty years of linear programming based portfolio optimization |
scientific article; zbMATH DE number 6395721 |
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Twenty years of linear programming based portfolio optimization (English)
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3 February 2015
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survey
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LP computable mean-risk and mean-safety models
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real features
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transaction costs
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exact and heuristic algorithms
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0.8919088244438171
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0.85920649766922
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0.8218039274215698
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0.8206333518028259
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