Portfolio size in stochastic portfolio networks using digital portfolio theory
C. Kenneth Jones
| Year of publication: |
2013
|
|---|---|
| Authors: | Jones, C. Kenneth |
| Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 3.2013, 2, p. 280-290
|
| Subject: | Finance | Portfolio Optimization | Portfolio Networks | Asset Allocation | Investment Diversification | Digital Signal Processing | Mixed Integer Programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Investition | Foreign portfolio investment | Kapitalanlage | Financial investment | Ganzzahlige Optimierung | Integer programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010239568