Market Graph and Markowitz Model

DOI10.1007/978-1-4939-0808-0_15zbMath1322.91039OpenAlexW112208192MaRDI QIDQ2949920

Alexander P. Koldanov, Petr A. Koldanov, Valeriy A. Kalyagin, Victor Zamaraev

Publication date: 5 October 2015

Published in: Optimization in Science and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/978-1-4939-0808-0_15

Mathematics Subject Classification ID

Games involving graphs (91A43) Economic models of real-world systems (e.g., electricity markets, etc.) (91B74) Portfolio theory (91G10)

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