Tangency portfolios in the LP solvable portfolio selection models.

Reza Keykhaei Mohamad Taghi Jahandideh

Published in: RAIRO Oper. Res. (2012)

Keyphrases

portfolio selection
portfolio optimization
special case
financial markets
portfolio management
genetic algorithm
artificial intelligence
objective function
expert systems
evolutionary algorithm
optimization problems
influence diagrams
robust optimization