On admissible efficient portfolio selection problem

DOI10.1016/j.amc.2003.10.019zbMath1098.91065OpenAlexW3000565563MaRDI QIDQ702651

Wei-Guo Zhang, Zan-Kan Nie

Publication date: 17 January 2005

Published in: Applied Mathematics and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.amc.2003.10.019

zbMATH Keywords

Efficient frontierQuadratic programmingPortfolio selectionAdmissible error

Mathematics Subject Classification ID

Quadratic programming (90C20) Portfolio theory (91G10)

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