Portfolio adjusting optimization under credibility measures (Q972753)
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scientific article; zbMATH DE number 5710752
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Portfolio adjusting optimization under credibility measures |
scientific article; zbMATH DE number 5710752 |
Statements
Portfolio adjusting optimization under credibility measures (English)
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21 May 2010
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portfolio adjusting
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possibility theory
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credibility measure
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transaction costs
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sequential quadratic programming method
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0.9459183216094972
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0.8287128210067749
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0.8069182634353638
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0.8026982545852661
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0.802263081073761
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