Dotted Representations of Mean-Variance Efficient Frontiers and their Computation (Q6160190)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: Dotted Representations of Mean-Variance Efficient Frontiers and their Computation |
scientific article; zbMATH DE number 7683531
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Dotted Representations of Mean-Variance Efficient Frontiers and their Computation |
scientific article; zbMATH DE number 7683531 |
Statements
Dotted Representations of Mean-Variance Efficient Frontiers and their Computation (English)
0 references
9 May 2023
0 references
portfolio selection
0 references
mean-variance efficient frontiers
0 references
hyperbolic segments
0 references
e-constraint method
0 references
trapezoidal rule
0 references
parametric quadratic programming
0 references
0.7435342073440552
0 references
0.7219648361206055
0 references
0.7214524149894714
0 references
0.7199201583862305
0 references
