Large-Scale Portfolio Optimization (Q3340464)
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scientific article; zbMATH DE number 3874916
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Large-Scale Portfolio Optimization |
scientific article; zbMATH DE number 3874916 |
Statements
Large-Scale Portfolio Optimization (English)
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1984
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finance
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large-scale mean-variance portfolio optimization
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parametric algorithm
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approximate solutions
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0.8719609379768372
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0.8649804592132568
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0.8465355038642883
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0.8365334272384644
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0.8329839706420898
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