Applications of the integrated approach to international portfolio optimization

DOI10.1023/A:1010013413591zbMath1153.91529MaRDI QIDQ1000510

Jing Li, Hiroshi Konno

Publication date: 6 February 2009

Published in: Asia-Pacific Financial Markets (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Portfolio theory (91G10)

Related Items

Classification of companies using maximal margin ellipsoidal surfaces