Revisions of modern portfolio theory optimization model (Q300809)
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scientific article; zbMATH DE number 6599308
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| English | Revisions of modern portfolio theory optimization model |
scientific article; zbMATH DE number 6599308 |
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Revisions of modern portfolio theory optimization model (English)
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29 June 2016
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Markowitz model
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portfolio theory
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quadratic programming
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reconvexification
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0.8656746
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0.8591511
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0.85011524
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0.84787416
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0.8473679
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