Optimal portfolio selection with maximal risk adjusted return
Yue Wang, Zhijian Qiu and Xiaomei Qu
| Year of publication: |
September 2017
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|---|---|
| Authors: | Wang, Yue ; Qiu, Zhijian ; Qu, Xiaomei |
| Published in: |
Applied economics letters. - Abingdon : Routledge, ISSN 1350-4851, ZDB-ID 1181036-1. - Vol. 24.2017, 13/15, p. 1035-1040
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| Subject: | portfolio selection | risk adjusted return | optimization | bisection algorithm | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Kapitaleinkommen | Capital income | Risikomodell | Risk model | Risiko | Risk | Risikomaß | Risk measure |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/13504851.2016.1248351 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011716547