On admissible efficient portfolio selection: models and algorithms

DOI10.1016/j.amc.2005.09.085zbMath1131.91351OpenAlexW2058842547MaRDI QIDQ2493766

Wei-Guo Zhang, Ying-Luo Wang, Wen An Liu

Publication date: 16 June 2006

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2005.09.085

zbMATH Keywords

portfolio selectionefficient frontierlendingborrowingadmissible riskadmissible return

Mathematics Subject Classification ID

Portfolio theory (91G10)

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