Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (Q513570)
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scientific article; zbMATH DE number 6692524
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria |
scientific article; zbMATH DE number 6692524 |
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Properties, formulations, and algorithms for portfolio optimization using mean-Gini criteria (English)
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7 March 2017
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mean-Gini model
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mean-Gini ratio
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portfolio optimization
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