Optimal portfolio selection strategies under some constraints (Q3054702)
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scientific article; zbMATH DE number 5812632
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| English | Optimal portfolio selection strategies under some constraints |
scientific article; zbMATH DE number 5812632 |
Statements
Optimal portfolio selection strategies under some constraints (English)
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5 November 2010
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portfolio selection
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Lagrange multiplier
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Monte Carlo simulation
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0.8483394980430603
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0.8456056714057922
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0.8193742036819458
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0.8166984915733337
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