An approach to improve meanvariance portfolio optimization model
Rafael Yanushevsky, Daniel Yanushevsky's
| Year of publication: |
2015
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|---|---|
| Authors: | Yanushevsky, Rafael ; Yanushevsky's, Daniel |
| Published in: |
Journal of asset management. - Basingstoke : Palgrave Macmillan, ISSN 1470-8272, ZDB-ID 2209717-X. - Vol. 16.2015, 3, p. 209-219
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| Subject: | optimal portfolio | mean-variance optimization model | multicriteria optimization | robust optimization | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Robustes Verfahren | Robust statistics |
| 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/10011413306