Portfolio selection in multidimensional general and partial moment space (Q964574)
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scientific article; zbMATH DE number 5697088
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Portfolio selection in multidimensional general and partial moment space |
scientific article; zbMATH DE number 5697088 |
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Portfolio selection in multidimensional general and partial moment space (English)
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22 April 2010
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shortage function
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efficient frontier
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\(K\)-moment portfolios
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0.90011406
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0.8956774
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0.8941709
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0.89335203
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0.8870748
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0.8847171
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