منابع مشابه
Optimization in Finance: Portfolio selection models
Portfolio selection problem deals with how to form a satisfying portfolio, taking into account the uncertainty involved in the behavior of the financial markets. Markowitz (1952) established the relationship between the mean and variance of the investment in the framework of risk-return trade-off. Since then a variety of enlarged and improved models have been developed in several directions. So...
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ژورنال
عنوان ژورنال: Communications in Mathematical Sciences
سال: 2011
ISSN: 1539-6746,1945-0796
DOI: 10.4310/cms.2011.v9.n4.a7