LP solvable models for portfolio optimization: a classification and computational comparison (Q4464020)

From MaRDI portal
scientific article; zbMATH DE number 2067114
Language Label Description Also known as
English
LP solvable models for portfolio optimization: a classification and computational comparison
scientific article; zbMATH DE number 2067114

    Statements

    LP solvable models for portfolio optimization: a classification and computational comparison (English)
    0 references
    0 references
    0 references
    27 May 2004
    0 references
    portfolio optimization
    0 references
    mean-risk and mean-safety model
    0 references
    linear programming
    0 references
    experimental analysis
    0 references

    Identifiers