An Algorithm for Portfolio Optimization Problem
نویسندگان
چکیده
منابع مشابه
An Algorithm for Portfolio Optimization Problem
Portfolio optimization is to find the stock portfolio minimizing the risk for a required return or maximizing the return for a given risk level. The seminal work in this field is the meanvariance model formulated as a quadratic programming problem. Since it is not computationally practical to solve the original model directly, a number of alternative models have been proposed. In this paper, am...
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ژورنال
عنوان ژورنال: Informatica
سال: 2005
ISSN: 0868-4952,1822-8844
DOI: 10.15388/informatica.2005.086