Mean-variance portfolio selection problem : asset reduction via nondominated sorting
Przemysław Juszczuk, Ignacy Kaliszewski, Janusz Miroforidis, Dmitry Podkopaev
| Year of publication: |
2022
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|---|---|
| Authors: | Juszczuk, Przemysław ; Kaliszewski, Ignacy ; Miroforidis, Janusz ; Podkopaev, Dmitry |
| Published in: |
The quarterly review of economics and finance : journal of the Midwest Economics Association ; journal of the Midwest Finance Association. - Amsterdam [u.a.] : Elsevier, ISSN 1062-9769, ZDB-ID 1114217-0. - Vol. 86.2022, p. 263-272
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| Subject: | Asset reduction | Large-scale problems | Mean–variance model | Portfolio selection | Portfolio-Management | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1016/j.qref.2022.07.007 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10014249119