The risk profile problem for stock portfolio optimization
Year of publication: |
2010
|
---|---|
Authors: | Kao, Ming-Yang ; Nolte, Andreas ; Tate, Stephen R. |
Published in: |
Computational methods in decision-making, economics and finance. - Drodrecht [u.a.] : Kluwer Academic Pub, ISBN 978-1-4419-5230-1. - 2010, p. 213-230
|
Subject: | Portfolio-Management | Portfolio selection | Risikopräferenz | Risk attitude | Iteratives Verfahren | Approximation method | Mathematische Optimierung | Mathematical programming |
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