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Linear models for portfolio selection with real features - MaRDI portal

Linear models for portfolio selection with real features

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Publication:2215998

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DOI10.1007/978-3-030-34960-8_4zbMath1457.91340OpenAlexW3001796598MaRDI QIDQ2215998

Leandro Resende Mundim, André C. P. L. F. de Carvalho, Thiago Alves de Queiroz

Publication date: 15 December 2020

Full work available at URL: https://doi.org/10.1007/978-3-030-34960-8_4

zbMATH Keywords

portfolio optimization mean-risk models mean absolute deviation Gini's mean difference real features

Mathematics Subject Classification ID

Portfolio theory (91G10)

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