On admissible efficient portfolio selection policy-Reference-Cited by-同舟云学术

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On admissible efficient portfolio selection policy

Published:2005-10 Issue:1 Volume:169 Page:608-623
ISSN:0096-3003
Container-title:Applied Mathematics and Computation
language:en
Short-container-title:Applied Mathematics and Computation

Author:

Zhang Wei-Guo,Nie Zan-Kan

Publisher

Elsevier BV

Subject

Applied Mathematics,Computational Mathematics

Reference18 articles.

1. Portfolio selection;Markowitz;J. Finance,1952

2. Portfolio Selection: Efficient Diversification of Investments;Markowitz,1959

3. Portfolio Theory and Capital Markets;Sharpe,1970

4. Analysis in Portfolio Choice and Capital Markets;Markowitz,1987

5. An analytic derivation of the efficient frontier;Merton;J. Finance Quantitative Anal.,1972

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2. The Weighted Lower and Upper Admissible Mean Downside Semi-variance Portfolio Selection;International Journal of Fuzzy Systems;2021-03-24

3. Quadratic Programming with Max-product Fuzzy Relation Inequality Constraints;Advances in Intelligent Systems and Computing;2017-09-19

4. CONSTRAINTS ON THE LORENTZ INVARIANCE VIOLATION WITH GAMMA-RAY BURSTS VIA A MARKOV CHAIN MONTE CARLO APPROACH;The Astrophysical Journal;2015-07-21

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