Value of information in portfolio selection, with a Taiwan stock market application illustration
Year of publication: |
1 September 2016
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Authors: | Kao, Chiang ; Steuer, Ralph E. |
Published in: |
European journal of operational research : EJOR. - Amsterdam : Elsevier, ISSN 0377-2217, ZDB-ID 243003-4. - Vol. 253.2016, 2 (1.9.), p. 418-427
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Subject: | Efficient points | Portfolio selection | Value of information | Piecewise linear paths | Parametric quadratic programming | Theorie | Theory | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Taiwan | Informationswert | Information value | Aktienmarkt | Stock market |
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