Solving non-linear portfolio optimization problems with interval analysis
Year of publication: |
2015
|
---|---|
Authors: | Xu, Xiaoning ; He, Feng ; Rong, Chen ; Zhang, Qingzhi |
Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 66.2015, 6, p. 885-893
|
Subject: | portfolio selection | interval analysis | quadratic programming | short selling | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection |
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