Bankruptcy prevention in multiperiod Markowitz optimization problem (Q344024)
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scientific article; zbMATH DE number 6654931
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| English | Bankruptcy prevention in multiperiod Markowitz optimization problem |
scientific article; zbMATH DE number 6654931 |
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Bankruptcy prevention in multiperiod Markowitz optimization problem (English)
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22 November 2016
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Markowitz problem
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quadratic programming
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investment portfolio optimization
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arbitrage-free markets
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bankruptcy
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0.8371734023094177
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0.7917299270629883
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0.7663817405700684
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0.7644238471984863
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