Portfolio optimization under long-short constraints (Q3371137)
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scientific article; zbMATH DE number 5008176
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio optimization under long-short constraints |
scientific article; zbMATH DE number 5008176 |
Statements
21 February 2006
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short sale
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nonconvex constraint
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global optimization problem
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0.8799911737442017
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0.8174636960029602
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0.8054594397544861
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0.8012002110481262
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