Portfolio optimization using the generalized reduced gradient nonlinear algorithm : an application to Amman Stock Exchange
Dima Waleed Hanna Alrabadi
| Year of publication: |
2016
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|---|---|
| Authors: | Dima Waleed Hanna Alrabadi |
| Published in: |
International journal of Islamic and Middle Eastern finance and management. - Bingley : Emerald, ISSN 1753-8394, ZDB-ID 2460750-2. - Vol. 9.2016, 4, p. 570-582
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| Subject: | Modern portfolio theory | Amman Stock Exchange | Generalized reduced gradient nonlinear algorithm | Portfolio optimization | Portfolio-Management | Portfolio selection | Börsenhandel | Stock exchange trading | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Algorithmus | Algorithm |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1108/IMEFM-06-2015-0071 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011659570