Mean-variance model for portfolio optimization problem in the simultaneous presence of random and uncertain returns
Zhongfeng Qin
| Year of publication: |
2015
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|---|---|
| Authors: | Qin, Zhongfeng |
| Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 245.2015, 2 (1.9.), p. 480-488
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| Subject: | Uncertainty modeling | Mean-variance model | Portfolio optimization | Uncertain variable | Uncertain measure | Portfolio-Management | Portfolio selection | Theorie | Theory | Risiko | Risk | Mathematische Optimierung | Mathematical programming | Entscheidung unter Unsicherheit | Decision under uncertainty | Kapitaleinkommen | Capital income | Stochastischer Prozess | Stochastic process |
| Extent: | graph. Darst. |
|---|---|
| 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/10011308984