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Value of information in portfolio selection, with a Taiwan stock market application illustration - MaRDI portal

Value of information in portfolio selection, with a Taiwan stock market application illustration (Q323188)

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scientific article; zbMATH DE number 6636402
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English
Value of information in portfolio selection, with a Taiwan stock market application illustration
scientific article; zbMATH DE number 6636402

    Statements

    Value of information in portfolio selection, with a Taiwan stock market application illustration (English)
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    7 October 2016
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    efficient points
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    portfolio selection
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    value of information
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    piecewise linear paths
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    parametric quadratic programming
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