Cardinality-constrained portfolio optimization with short selling and risk-neutral interest rate
Tahereh Khodamoradi, Maziar Salahi, Ali Reza Najafi
| Year of publication: |
2021
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|---|---|
| Authors: | Khodamoradi, Tahereh ; Salahi, Maziar ; Najafi, Ali Reza |
| Published in: |
Decisions in economics and finance : a journal of applied mathematics. - Milano : Springer Italia, ISSN 1129-6569, ZDB-ID 2023516-1. - Vol. 44.2021, 1, p. 197-214
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| Subject: | CCMV model | Short selling | Risk neutral | Quadratic optimization | Portfolio-Management | Portfolio selection | Leerverkauf | Theorie | Theory | Zins | Interest rate | Risiko | Risk | 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: | 10.1007/s10203-020-00293-9 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012587836