Parametrically computing efficient frontiers and reanalyzing efficiency-diversification discrepancies and naive diversification
Yue Qi, Yushu Zhang & Siyuan Ma
| Year of publication: |
2019
|
|---|---|
| Authors: | Qi, Yue ; Zhang, Yushu ; Ma, Siyuan |
| Published in: |
INFOR : information systems and operational research. - Abingdon : Taylor & Francis Group, ISSN 1916-0615, ZDB-ID 1468358-1. - Vol. 57.2019, 3, p. 430-453
|
| Subject: | Multiple-objective optimization | portfolio optimization | parametric quadratic programming | efficient set | diversification | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Diversifikation | Diversification | Technische Effizienz | Technical efficiency | Effizienz | Efficiency |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/03155986.2018.1533207 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012203594