The risk profile problem for stock portfolio optimization (extended abstract)
From MaRDI portal
Publication:3191989
DOI10.1145/335305.335333zbMath1296.91251MaRDI QIDQ3191989
Andreas Nolte, Stephen R. Tate, Ming-Yang Kao
Publication date: 26 September 2014
Published in: Proceedings of the thirty-second annual ACM symposium on Theory of computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1145/335305.335333
68Q25: Analysis of algorithms and problem complexity
68W25: Approximation algorithms
91G10: Portfolio theory