Portfolio selection problems with Markowitz's mean-variance framework : a review of literature
Yuanyuan Zhang, Xiang Li, Sini Guo
| Year of publication: |
2018
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| Authors: | Zhang, Yuanyuan ; Li, Xiang ; Guo, Sini |
| Published in: |
Fuzzy optimization and decision making : a journal of modeling and computation under uncertainty. - Dordrecht [u.a.] : Springer Science + Business Media B.V., ISSN 1568-4539, ZDB-ID 2167798-0. - Vol. 17.2018, 2, p. 125-158
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| Subject: | Dynamic optimization | Fuzzy optimization | Mean–variance model | Portfolio selection | Robust optimization | Portfolio-Management | Mathematische Optimierung | Mathematical programming | Fuzzy-Set-Theorie | Fuzzy sets | Dynamische Optimierung | Dynamic programming |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1007/s10700-017-9266-z [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10012098236