El problema de la seleccion de la cartera cuando las rentas tienen distribuciones estables
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Publication:3880566
DOI10.1007/BF02908015zbMath0438.90043MaRDI QIDQ3880566
No author found.
Publication date: 1975
Published in: Trabajos de Estadistica y de Investigacion Operativa (Search for Journal in Brave)
finance; duality theorem; symmetric stable distribution; portfolio selection problem; optimal portfolios; efficient portfolios; risk-free asset; criterion of maximum probability; fractile criterion; Markowitz theory; parametric convex program; profits with stable distributions
65K05: Numerical mathematical programming methods
90C90: Applications of mathematical programming
90C32: Fractional programming
90B99: Operations research and management science
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