Open AccessAn optimal trade-off model for portfolio selection with sensitivity of parameters
Author(s) -
Yanqin Bai,
Yudan Wei,
Qian Li
Publication year - 2017
Publication title -
journal of industrial and management optimization
Language(s) - English
Resource type - Journals
SCImago Journal Rank - 0.325
H-Index - 32
eISSN - 1553-166X
pISSN - 1547-5816
DOI - 10.3934/jimo.2016055
Subject(s) - sensitivity (control systems) , mathematical optimization , quadratic programming , convergence (economics) , selection (genetic algorithm) , rate of convergence , portfolio , computer science , quadratic equation , function (biology) , mathematics , key (lock) , finance , electronic engineering , geometry , computer security , artificial intelligence , evolutionary biology , engineering , economics , biology , economic growth