Studies on a general stock-bond integrated portfolio optimization model (Q871691)
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scientific article; zbMATH DE number 5134791
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Studies on a general stock-bond integrated portfolio optimization model |
scientific article; zbMATH DE number 5134791 |
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Studies on a general stock-bond integrated portfolio optimization model (English)
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20 March 2007
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integrated portfolio optimization
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risky bonds
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mean-absolute deviation model
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asset allocation
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0.95276016
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0.86451924
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0.86298114
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0.86061263
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0.8482761
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0.8466908
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