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Minimization of a Function of a Quadratic Functional with Application to Optimal Portfolio Selection.

Zinoviy LandsmanUdi E. Makov
Published in: J. Optim. Theory Appl. (2016)
Keyphrases
  • portfolio selection
  • objective function
  • computational complexity
  • data mining
  • decision making
  • multistage stochastic
  • optimal portfolio