Tangency portfolios in the lp solvable portfolio selection models
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Publication:3166274
Recommendations
- scientific article; zbMATH DE number 2061975
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Cites work
- scientific article; zbMATH DE number 2132174 (Why is no real title available?)
- scientific article; zbMATH DE number 2061975 (Why is no real title available?)
- A minimax portfolio selection rule with linear programming solution
- A note on calculating the optimal risky portfolio
- Bicriteria Transportation Problem
- Portfolio optimization under a minimax rule
- Portfolio selection problem with minimax type risk function
- Two-phase Pareto local search for the biobjective traveling salesman problem
Cited in
(4)- A note on optimal portfolio corresponding to the CVaR ratio
- Producing the tangency portfolio as a corner portfolio
- Theoretically scrutinizing kinks on efficient frontiers and computationally reporting nonexistence of the tangent portfolio for the capital asset pricing model by parametric-quadratic programming
- scientific article; zbMATH DE number 2061975 (Why is no real title available?)
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