A study on a kind of linear programming methods in portfolio selection (Q3403835)
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scientific article; zbMATH DE number 5670657
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A study on a kind of linear programming methods in portfolio selection |
scientific article; zbMATH DE number 5670657 |
Statements
12 February 2010
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linear programming
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portfolio selection
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transaction cost
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borrowing and lending
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0.8163008093833923
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0.7861045002937317
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0.7730873227119446
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0.758729100227356
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0.7579571604728699
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