LP solvable models for portfolio optimization: a classification and computational comparison (Q4464020)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 2067114
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | LP solvable models for portfolio optimization: a classification and computational comparison |
scientific article; zbMATH DE number 2067114 |
Statements
LP solvable models for portfolio optimization: a classification and computational comparison (English)
0 references
27 May 2004
0 references
portfolio optimization
0 references
mean-risk and mean-safety model
0 references
linear programming
0 references
experimental analysis
0 references
0.8919088244438171
0 references
0.8552770018577576
0 references
0.8422079682350159
0 references
0.8208001255989075
0 references
