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Vast Portfolio Selection With Gross-Exposure Constraints - MaRDI portal

Vast Portfolio Selection With Gross-Exposure Constraints (Q4916498)

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scientific article; zbMATH DE number 6156547
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English
Vast Portfolio Selection With Gross-Exposure Constraints
scientific article; zbMATH DE number 6156547

    Statements

    title
    Vast Portfolio Selection With Gross-Exposure Constraints (English)
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    author
    Jingjin Zhang
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    Ke Yu
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    Jianqing Fan
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    publication date
    22 April 2013
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    zbMATH Keywords
    mean-variance efficiency
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    portfolio improvement
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    portfolio optimization
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    risk assessment
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    risk optimization
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    short-sale constraint
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    Identifiers

    zbMATH DE Number
    6156547
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    Wikidata QID
    Q36503578
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    OpenAlex ID
    W2134056163
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