Browsing ISCIM 2011 by Subject "Portfolio; Markowitz model; optimization; Lagrangian- multiplier; interior- point method; stochastic; investment; C++; program"

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Browsing ISCIM 2011 by Subject "Portfolio; Markowitz model; optimization; Lagrangian- multiplier; interior- point method; stochastic; investment; C++; program"

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  • Consideration On Portfolio Optimization. Beyond The Markowitz Model 
    Skender OSMANI; Department of Energy resouces,Fakulteti Gjeologji Miniera (International Symposium on Computing in Informatics and Mathematics, 2013-07-15)
    The paper presents some consideration on consideration on portfolio investment: beyond the Markowitz model. Its matter contains the following issues:-Introduction-A view on portfolio optimization-An example of deterministic ...

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