Portfolio Optimization using Interval Analysis

Academic Article
Publication Date:
2015
Short description:
Portfolio Optimization using Interval Analysis / Ferrara, M., Costea, A., Serban, F.. - In: ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH. - ISSN 0424-267X. - 49:1(2015), pp. 147-162.
Iris type:
1.1 Articolo in rivista
Keywords:
portfolio optimization, interval analysis, interval linear programming.
List of contributors:
Authors of the University:
Handle:
https://iris.unirc.it/handle/20.500.12318/6231
Published in:
ECONOMIC COMPUTATION AND ECONOMIC CYBERNETICS STUDIES AND RESEARCH
Journal