Revisions of modern portfolio theory optimization model
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Publication:300809
DOI10.1007/S10100-011-0227-2zbMath1339.91109OpenAlexW2010076738MaRDI QIDQ300809
Josef Jablonsky, Milan Vaclavik
Publication date: 29 June 2016
Published in: CEJOR. Central European Journal of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10100-011-0227-2
Quadratic programming (90C20) Financial applications of other theories (91G80) Portfolio theory (91G10)
Related Items (4)
Special issue of the Czech Society for Operations Research ⋮ Portfolio performance measurement using differential evolution ⋮ Bertram's pairs trading strategy with bounded risk ⋮ Stock market prediction and portfolio selection models: a survey
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