Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
type: Item
instance of: scholarly article
title: Portfolio selection problems with Markowitz's mean-variance framework: a review of literature
zbMATH Open document ID: 1429.91299
author: Yuanyuan Zhang
author: Xiang Li
author: Sini Guo
published in: Fuzzy Optimization and Decision Making
publication date: 2018-10-16T00:00:00Z
Mathematics Subject Classification ID: 91G10
Mathematics Subject Classification ID: 90C70
zbMATH DE Number: 6955256
zbMATH Keywords: portfolio selection
zbMATH Keywords: mean-variance model
zbMATH Keywords: dynamic optimization
zbMATH Keywords: fuzzy optimization
zbMATH Keywords: robust optimization
MaRDI profile type: Publication
full work available at URL: s10700-017-9266-z
OpenAlex ID: W2599699595
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Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (DOI)
DOI: 10.1007/S10700-017-9266-Z