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

DOI10.16163/J.CNKI.22-1123/N.2020.02.006MaRDI QIDQ3386102zbMATH OpenFDO

Authors Wan Zhang, Sanzhi Shi, Xianrui Lv

Publication date 14 January 2021

zbMATH Keywords

portfolio theoryLagrange multipliervariational iteration method

Mathematics Subject Classification ID

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

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(2)

• High order Newton's method for portfolio optimization model
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