The Linear Fractional Portfolio Selection Problem (Q3929491)
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scientific article; zbMATH DE number 3742965
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Linear Fractional Portfolio Selection Problem |
scientific article; zbMATH DE number 3742965 |
Statements
The Linear Fractional Portfolio Selection Problem (English)
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1981
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linear fractional portfolio selection
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excess-return-to-beta ratio
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gradient procedure
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continuous Knapsack subproblems
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computational experience
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choice of securities
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computational complexity
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