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

DOI10.17654/MS101061363MaRDI QIDQ5269640zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

efficient frontiermean-variancemoderate riskmulti-objectiveportfolio optimizationresampling

Mathematics Subject Classification ID

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

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Cited in

(1)

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

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