scientific article
From MaRDI portal
Publication:3434743
zbMath1187.90269MaRDI QIDQ3434743
Takashi Hasuike, Hiroaki Ishii
Publication date: 3 May 2007
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
nonlinear programming problemportfolio selection problemparametric quadratic programming problemtwo possibilities of expected return
Nonlinear programming (90C30) Financial applications of other theories (91G80) Portfolio theory (91G10)
Related Items (2)
Probability maximization models for portfolio selection under ambiguity ⋮ Risk-controlled multiobjective portfolio selection problem using a principle of compromise
This page was built for publication:
