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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...

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Detalles Bibliográficos
Autores principales: Wang, Jianjian, He, Feng, Shi, Xin
Formato: Online Artículo Texto
Lenguaje:English
Publicado: Public Library of Science 2019
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

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