Classical mean-variance model revisited: pseudo efficiency.
Xiangyu CuiDuan LiJiaan YanPublished in: J. Oper. Res. Soc. (2015)
Keyphrases
- computational model
- probabilistic model
- management system
- objective function
- artificial intelligence
- probability distribution
- autoregressive
- hybrid model
- network model
- formal model
- sensitivity analysis
- experimental data
- theoretical analysis
- database
- data model
- prior knowledge
- information systems
- search engine
- machine learning
- neural network