PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION (Q3487096)
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scientific article; zbMATH DE number 4160424
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| default for all languages | No label defined |
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| English | PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION |
scientific article; zbMATH DE number 4160424 |
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PIECEWISE LINEAR RISK FUNCTION AND PORTFOLIO OPTIMIZATION (English)
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1990
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quadratic risk function
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portfolio theory
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piecewise linear risk function
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parametric linear programs
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0.90394115
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0.8996665
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0.89373076
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0.88972235
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0.88550544
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0.88062805
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0.87966204
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0.87956786
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