A cutting plane algorithm for MV portfolio selection model (Q1036539)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A cutting plane algorithm for MV portfolio selection model |
scientific article; zbMATH DE number 5632592
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A cutting plane algorithm for MV portfolio selection model |
scientific article; zbMATH DE number 5632592 |
Statements
A cutting plane algorithm for MV portfolio selection model (English)
0 references
13 November 2009
0 references
possibility theory
0 references
portfolio selection
0 references
cutting plane algorithm
0 references
0 references
0 references
0.85712814
0 references
0.8528305
0 references
0.8456762
0 references
0.82776636
0 references
0.8260978
0 references
0.82407737
0 references
