zbMath1199.91181MaRDI QIDQ3640248
Ruiyuan Liu, Hui Jiang
Publication date: 11 November 2009
zbMATH Keywords
optimal solutionMarkowitz's modelsimplicial chart
Mathematics Subject Classification ID
Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Portfolio theory (91G10)