On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem (Q853084)
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 5073159
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem |
scientific article; zbMATH DE number 5073159 |
Statements
On the existence of solutions to the quadratic mixed-integer mean-variance portfolio selection problem (English)
0 references
15 November 2006
0 references
finance
0 references
mean-variance portfolio selection problem
0 references
finite divisibility of financial assets
0 references
quadratic mixed-integer programming
0 references
0 references
0.7797560095787048
0 references
0.7720843553543091
0 references
0.7592856884002686
0 references
0.755338728427887
0 references
