Pages that link to "Item:Q2850851"
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The following pages link to Application of the procedure of stochastic optimization to the problem of finding optimal portfolio (Q2850851):
Displaying 5 items.
- Stochastic programming technique for portfolio optimization with minimax risk and bounded parameters (Q1628291) (← links)
- Algorithm for constructing the efficient frontier of an investment portfolio (Q1745856) (← links)
- A novel approach to Markowitz portfolio model without using Lagrange multipliers (Q1786212) (← links)
- An improvement of stochastic gradient descent approach for mean-variance portfolio optimization problem (Q2034531) (← links)
- (Q5128182) (← links)