A linear-programming portfolio optimizer to mean-variance optimization
Xiaoyue Liu, Zhenzhong Huang, Biwei Song, Zhen Zhang
| Year of publication: |
2023
|
|---|---|
| Authors: | Liu, Xiaoyue ; Huang, Zhenzhong ; Song, Biwei ; Zhang, Zhen |
| Subject: | asymptotic consistency | Markowitz mean-variance portfolio optimization | sparsity | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1142/S0219024923500127 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014497168