Minimax portfolio optimization: empirical numerical study
From MaRDI portal
Publication:4661229
DOI10.1057/PALGRAVE.JORS.2601648zbMath1095.91013OpenAlexW2041158262MaRDI QIDQ4661229
No author found.
Publication date: 4 April 2005
Published in: Journal of the Operational Research Society (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1057/palgrave.jors.2601648
Quadratic programming (90C20) Case-oriented studies in operations research (90B90) Portfolio theory (91G10)
Related Items (2)
A new particle swarm optimization algorithm with an application ⋮ A modified particle swarm optimization algorithm with applications
This page was built for publication: Minimax portfolio optimization: empirical numerical study
