Numerical solution of a general interval quadratic programming model for portfolio selection.
Based on the Markowitz mean variance model, this paper discusses the portfolio selection problem in an uncertain environment. To construct a more realistic and optimized model, in this paper, a new general interval quadratic programming model for portfolio selection is established by introducing the...
| Main Authors: | , , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
Public Library of Science (PLoS)
2019-01-01
|
| Series: | PLoS ONE |
| Online Access: | https://doi.org/10.1371/journal.pone.0212913 |