LP solvable models for portfolio optimization: a classification and computational comparison (Q4464020)
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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)
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27 May 2004
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portfolio optimization
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mean-risk and mean-safety model
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linear programming
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experimental analysis
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