Institutional Repository
Technical University of Crete
Technical University of Crete
EN
|
EL
| URI: | http://purl.tuc.gr/dl/dias/10FF872E-73A1-4E78-AD92-C49E4D7CEE6E | ||
| Year | 1994 | ||
| Type of Item | Peer-Reviewed Journal Publication | ||
| License |
|
||
| Bibliographic Citation | P.M. Pardalos, M. Sandström , C. Zopounidis," On the use of optimization models for portfolio selection: A review and some computational results, " Comp. Economics, vol. 7, no. 4, pp. 227-244,1994.doi:10.1007/BF01299454 https://doi.org/10.1007/BF01299454 | ||
| Appears in Collections |
Portfolio theory deals with the question of how to allocate resources among several competing alternatives (stocks, bonds), many of which have an unknown outcome. In this paper we provide an overview of different portfolio models with emphasis on the corresponding optimization problems. For the classical Markowitz mean-variance model we present computational results, applying a dual algorithm for constrained optimization.
Copyright © DIAS 2013
