Solving non-linear portfolio optimization problems with interval analysis
Xiaoning Xu, Feng He, Rong Chen and Qingzhi Zhang
| Year of publication: |
2015
|
|---|---|
| Authors: | Xu, Xiaoning ; He, Feng ; Rong, Chen ; Zhang, Qingzhi |
| Published in: |
Journal of the Operational Research Society : OR. - Basingstoke, Hampshire : Palgrave, ISSN 0030-3623, ZDB-ID 716033-1. - Vol. 66.2015, 6, p. 885-893
|
| Subject: | portfolio selection | interval analysis | quadratic programming | short selling | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory | Leerverkauf | Short selling |
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10011378789