A new optimal variable iterative algorithm to solve the mathematical model of portfolio theory

DOI10.16163/J.CNKI.22-1123/N.2020.02.006zbMATH Open1463.91140MaRDI QIDQ3386102FDOQ3386102

Authors: Wan Zhang, Sanzhi Shi, Xianrui Lv 

Publication date: 14 January 2021

Recommendations

• scientific article; zbMATH DE number 6611549
• A novel approach to Markowitz portfolio model without using Lagrange multipliers
• scientific article; zbMATH DE number 5845882
• Mathematical approach to optimal portfolio problems
• A new model and its algorithm for portfolio management problems

zbMATH Keywords

portfolio theoryLagrange multipliervariational iteration method

Mathematics Subject Classification ID

Portfolio theory (91G10) Financial applications of other theories (91G80)

Cited In (2)

• High order Newton's method for portfolio optimization model
• Title not available (Why is that?)

This page was built for publication: A new optimal variable iterative algorithm to solve the mathematical model of portfolio theory

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3386102)