11- https://doi.org/10.1016/j.amc.2009.06.040
A cutting plane algorithm for MV portfolio selection model
- Jun 23, 2009
- Applied Mathematics and Computation
- Guohua Chen +2 more
Abstract
A cutting plane algorithm for MV portfolio selection model
- # Fuzzy Return Rates
- # Possibilistic Mean Variance
- # Possibilistic Programming Problem
- # Additional Quadratic Constraint
- # Cutting Plane Algorithm
- # Portfolio Selection Model
- # Portfolio Selection Problem
- # Linear Optimal Problem
- # Nonlinear Programming Problem
- # Mean Variance Portfolio Selection
