On admissible efficient portfolio selection policy

Applied Mathematics and Computation

Volumn 169, Issue 1, 2005, Pages 608-623

  Zhang, Wei Guo ^a   Nie, Zan Kan ^a  

^a XI'AN JIAOTONG UNIVERSITY   (China)

Author keywords

Admissible error; Efficient frontier; Portfolio selection; Quadratic programming

Indexed keywords

BOUNDARY CONDITIONS; BOUNDARY VALUE PROBLEMS; CONSTRAINT THEORY; ERROR ANALYSIS; INVESTMENTS; PROBLEM SOLVING; QUADRATIC PROGRAMMING; RISK ASSESSMENT; SALES;

ADMISSIBLE ERROR; EFFICIENT FRONTIER; PORTFOLIO MODEL; PORTFOLIO SELECTION;

MATHEMATICAL MODELS;

EID: 27144463070     PISSN: 00963003     EISSN: None     Source Type: Journal    
DOI: 10.1016/j.amc.2004.09.079     Document Type: Article

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