A note on the kinks at the mean variance frontier.

József Vörös J. Kriens Leo W. G. Strijbosch

Published in: Eur. J. Oper. Res. (1999)

Keyphrases

quasi linear
utility function
portfolio selection
neural network
data mining
genetic algorithm
learning algorithm
information systems
multiscale
multi agent
multi agent systems
dynamic programming
probabilistic model
decision support system
linear programming