An extension to the classical mean-variance portfolio optimization model
Year of publication: |
2019
|
---|---|
Authors: | Ötken, Çelen N. ; Organ, Z. Batuhan ; Yıldırım, Ceren E. ; Çamlıca, Mustafa ; Cantürk, Volkan S. ; Duman, Ekrem ; Teksan, Zehra Melis ; Kayış, Enis |
Published in: |
The engineering economist : a journal devoted to the problems of capital investment. - Philadelphia, Pa. : Taylor & Francis, ISSN 1547-2701, ZDB-ID 2066279-8. - Vol. 64.2019, 3, p. 310-321
|
Subject: | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
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