Portfolio optimisation problem: a taxonomic review of solution methodologies

HIGHLIGHTS

• who: Portfolio Optimisation Problem A and colleagues from the The University of Nottingham Malaysia Campus, Jalan Broga, Semenyih, Selangor Darul Ehsan, Malaysia(e-mail: have published the article: Portfolio Optimisation Problem: A Taxonomic Review of Solution Methodologies, in the Journal: (JOURNAL) of December/31,/2010
• what: The model aims to either maximise the return of a portfolio while defining the lowest acceptable risk or to minimise the risk of a portfolio while defining the lowest acceptable return, as a linear constraint . The authors provide the definition, variants and constraints of the POP. The authors propose . . .
  

   

  

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