Linear programing models for portfolio optimization using a benchmark
Seyoung Park, Hyunson Song and Sungchul Lee
| Year of publication: |
2019
|
|---|---|
| Authors: | Park, Seyoung ; Song, Hyunson ; Lee, Sungchul |
| Subject: | Dantzig | linear programing | Mean-absolute deviation risk | perturbation | portfolio optimization | sparsity | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Benchmarking |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/1351847X.2018.1536070 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012206989