The risk profile problem for stock portfolio optimization (extended abstract)

DOI10.1145/335305.335333zbMath1296.91251OpenAlexW2078851508MaRDI QIDQ3191989

Andreas Nolte, Stephen R. Tate, Ming-Yang Kao

Publication date: 26 September 2014

Published in: Proceedings of the thirty-second annual ACM symposium on Theory of computing (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1145/335305.335333

Mathematics Subject Classification ID

Analysis of algorithms and problem complexity (68Q25) Approximation algorithms (68W25) Portfolio theory (91G10)

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