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scientific article; zbMATH DE number 1217671
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| default for all languages | No label defined |
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| English | No label defined |
scientific article; zbMATH DE number 1217671 |
Statements
19 April 1999
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portfolio optimization
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mean variance model
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semi-variance
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convex piecewise quadratic optimization
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sequential quadratic programming
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skewness
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0.8304200172424316
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0.8146602511405945
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0.8130179047584534
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0.7955708503723145
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0.7944035530090332
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