Individual and cooperative portfolio optimization as linear program (Q2091212)
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scientific article; zbMATH DE number 7610282
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Individual and cooperative portfolio optimization as linear program |
scientific article; zbMATH DE number 7610282 |
Statements
Individual and cooperative portfolio optimization as linear program (English)
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1 November 2022
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portfolio optimization
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linear programming
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deviation measures
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risk measures
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cooperative investment
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0.90115947
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0.8903378
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0.88286126
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0.87966585
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0.87313473
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0.8646306
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0.8628055
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