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Numerical solution of a general interval quadratic programming model for portfolio selection
Based on the Markowitz mean variance model, this paper discusses the portfolio selection problem in an uncertain environment. To construct a more realistic and optimized model, in this paper, a new general interval quadratic programming model for portfolio selection is established by introducing the...
| Autores principales: | , , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Public Library of Science
2019
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| Materias: | |
| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC6415890/ https://www.ncbi.nlm.nih.gov/pubmed/30865676 http://dx.doi.org/10.1371/journal.pone.0212913 |