Portfolio analysis of REF method based on mean variance optimization of multi-objective model

DOI10.17654/MS101061363zbMATH Open1368.62267OpenAlexW2602820787MaRDI QIDQ5269640FDOQ5269640

Authors: Abdurakhman 

Publication date: 27 June 2017

Published in: Far East Journal of Mathematical Sciences (FJMS) (Search for Journal in Brave)

Full work available at URL: http://www.pphmj.com/abstract/10656.htm

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zbMATH Keywords

resamplingmean-varianceportfolio optimizationmulti-objectiveefficient frontiermoderate risk

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Portfolio theory (91G10)

Cited In (1)

• A special version of the collocation method for one class of integro-differential equations

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