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Theoretically Scrutinizing Kinks on Efficient Frontiers and Computationally Reporting Nonexistence of the Tangent Portfolio for the Capital Asset Pricing Model by Parametric-Quadratic Programming.
Yue Qi
Yu Zhang
Su Zhang
Published in:
Asia Pac. J. Oper. Res. (2024)
Keyphrases
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quadratic programming
pricing model
linear programming
data analysis
image processing
image segmentation
least squares
non stationary
genetic algorithm
decision making
feature space
expert systems
convertible bonds