Parametrically computing efficient frontiers of portfolio selection and reporting and utilizing the piecewise-segment structure
Year of publication: |
2020
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Authors: | Qi, Yue |
Published in: |
Journal of the Operational Research Society. - London : Taylor and Francis, ISSN 1476-9360, ZDB-ID 2007775-0. - Vol. 71.2020, 10, p. 1675-1690
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Subject: | efficient set | Multi-objective | nondominated set | parametric quadratic programming | portfolio selection | quadratic programming | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis |
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