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A portfolio selection model based on the knapsack problem under uncertainty
One of the primary concerns in investment planning is to determine the number of shares for asset with relatively high net value of share such as Berkshire Hathaway on Stock market. Traditional asset allocation methods like Markowitz theorem gives the solution as a percentage and this ratio may sugg...
| 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/PMC6493714/ https://www.ncbi.nlm.nih.gov/pubmed/31042709 http://dx.doi.org/10.1371/journal.pone.0213652 |