Decision on nonnegative investment proportional coefficient of portfolio for risk minimization (Q3513281)
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scientific article; zbMATH DE number 5307807
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| English | Decision on nonnegative investment proportional coefficient of portfolio for risk minimization |
scientific article; zbMATH DE number 5307807 |
Statements
6 August 2008
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portfolio investment
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risk minimization
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penalty function
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optimal investment
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proportional coefficient
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0.781001627445221
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0.7739797234535217
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0.767454981803894
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0.7630385756492615
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0.7574902176856995
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