Comments on ``A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem'' (Q953463)
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: Comments on ``A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem |
scientific article; zbMATH DE number 5370078
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Comments on ``A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem'' |
scientific article; zbMATH DE number 5370078 |
Statements
Comments on ``A mixed integer linear programming formulation of the optimal mean/Value-at-Risk portfolio problem'' (English)
0 references
20 November 2008
0 references
portfolio optimization
0 references
Value-at-Risk
0 references
linear integer programming
0 references
0.8829082250595093
0 references
0.7882474064826965
0 references
0.7882474064826965
0 references
0.7774802446365356
0 references
0.7754094004631042
0 references
