PORTFOLIO ANALYSIS OF REF METHOD BASED ON MEAN VARIANCE OPTIMIZATION OF MULTI-OBJECTIVE MODEL (Q5269640)
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scientific article; zbMATH DE number 6735662
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | PORTFOLIO ANALYSIS OF REF METHOD BASED ON MEAN VARIANCE OPTIMIZATION OF MULTI-OBJECTIVE MODEL |
scientific article; zbMATH DE number 6735662 |
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PORTFOLIO ANALYSIS OF REF METHOD BASED ON MEAN VARIANCE OPTIMIZATION OF MULTI-OBJECTIVE MODEL (English)
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27 June 2017
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portfolio optimization
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mean-variance
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resampling
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efficient frontier
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multi-objective
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moderate risk
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