Tangency portfolios in the lp solvable portfolio selection models (Q3166274)
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scientific article; zbMATH DE number 6092679
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| English | Tangency portfolios in the lp solvable portfolio selection models |
scientific article; zbMATH DE number 6092679 |
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Tangency portfolios in the LP solvable portfolio selection models (English)
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10 October 2012
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linear programming
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LP solvable portfolio selection models
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subgradient
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tangency portfolio
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Aneja-Nair method
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0.8141270279884338
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0.782406210899353
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0.7754163146018982
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0.7716465592384338
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