A branch and bound algorithm for solving mean-risk-skewness portfolio models (Q4946710)
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scientific article; zbMATH DE number 1422766
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| English | A branch and bound algorithm for solving mean-risk-skewness portfolio models |
scientific article; zbMATH DE number 1422766 |
Statements
A branch and bound algorithm for solving mean-risk-skewness portfolio models (English)
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10 July 2000
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portfolio optimization
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branch-and-bound algorithm
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0.8438305854797363
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0.8369698524475098
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0.8093419075012207
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0.8045679330825806
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