scientific article; zbMATH DE number 5629817

MaRDI QIDQ3640248zbMATH OpenFDO

Authors Hui Jiang, Ruiyuan Liu

Publication date 11 November 2009

zbMATH Keywords

Markowitz's modeloptimal solutionsimplicial chart

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10) Statistical methods; risk measures (91G70)

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(3)

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