Tangency portfolios in the LP solvable portfolio selection models
Reza Keykhaei and Mohamad Taghi Jahandideh
| Year of publication: |
2012
|
|---|---|
| Authors: | Keykhaei, Reza ; Jahandideh, Mohamad Taghi |
| Published in: |
RAIRO / Operations research. - Les Ulis : EDP Sciences, ISSN 0399-0559, ZDB-ID 1481534-5. - Vol. 46.2012, 2, p. 149-158
|
| Subject: | linear programming | LP solvable portfolio selection models | subgradient | tangency portfolio | Aneja-Nair method | Portfolio-Management | Portfolio selection | Theorie | Theory | Mathematische Optimierung | Mathematical programming |
| Extent: | graph. Darst. |
|---|---|
| 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/10010222525