Optimal algorithms and intuitive explanations for Markowitz’s portfolio selection model and Sharpe’s ratio with no short-selling
NingZhong Shi, Min Lai, ShuRong Zheng, BaoXue ZhangVolume:
51
Language:
english
Pages:
10
DOI:
10.1007/s11425-008-0080-5
Date:
November, 2008
File:
PDF, 223 KB
english, 2008