Matches in SemOpenAlex for { <https://semopenalex.org/work/W1693228719> ?p ?o ?g. }
- W1693228719 endingPage "62" @default.
- W1693228719 startingPage "37" @default.
- W1693228719 abstract "The Markowitz model for single period portfolio optimization quantifies the problem by means of only two criteria: the mean, representing the expected outcome, and the risk, a scalar measure of the variability of outcomes. The classical Markowitz model uses the variance as the risk measure, thus resulting in a quadratic optimization problem. Following Sharpe's work on linear approximation to the mean-variance model, many attempts have been made to linearize the portfolio optimization problem. There were introduced several alternative risk measures which are computationally attractive as (for discrete random variables) they result in solving Linear Programming (LP) problems. The LP solvability is very important for applications to real-life financial decisions where the constructed portfolios have to meet numerous side constraints and take into account transaction costs. This paper provides a systematic overview of the LP solvable models with a wide discussion of their properties." @default.
- W1693228719 created "2016-06-24" @default.
- W1693228719 creator A5011898882 @default.
- W1693228719 creator A5035146046 @default.
- W1693228719 creator A5052138379 @default.
- W1693228719 date "2003-01-01" @default.
- W1693228719 modified "2023-10-13" @default.
- W1693228719 title "On LP Solvable Models for Portfolio Selection" @default.
- W1693228719 cites W102491277 @default.
- W1693228719 cites W1494720661 @default.
- W1693228719 cites W1533283941 @default.
- W1693228719 cites W1543085528 @default.
- W1693228719 cites W1579910647 @default.
- W1693228719 cites W1647779468 @default.
- W1693228719 cites W1906327481 @default.
- W1693228719 cites W1968782695 @default.
- W1693228719 cites W1970162248 @default.
- W1693228719 cites W1976754196 @default.
- W1693228719 cites W1980314087 @default.
- W1693228719 cites W1995118028 @default.
- W1693228719 cites W2001842060 @default.
- W1693228719 cites W2013453214 @default.
- W1693228719 cites W2015856032 @default.
- W1693228719 cites W2019291268 @default.
- W1693228719 cites W2038865108 @default.
- W1693228719 cites W2047838162 @default.
- W1693228719 cites W2048883691 @default.
- W1693228719 cites W2052160057 @default.
- W1693228719 cites W2052890323 @default.
- W1693228719 cites W2070377310 @default.
- W1693228719 cites W2083951501 @default.
- W1693228719 cites W2085317472 @default.
- W1693228719 cites W2110316735 @default.
- W1693228719 cites W2110633225 @default.
- W1693228719 cites W2111951371 @default.
- W1693228719 cites W2138959811 @default.
- W1693228719 cites W2144015438 @default.
- W1693228719 cites W2151237529 @default.
- W1693228719 cites W2160688039 @default.
- W1693228719 cites W2161642473 @default.
- W1693228719 cites W2169611663 @default.
- W1693228719 cites W2170221568 @default.
- W1693228719 cites W2170255023 @default.
- W1693228719 cites W2171543997 @default.
- W1693228719 cites W2175188600 @default.
- W1693228719 cites W2795413297 @default.
- W1693228719 cites W2991769409 @default.
- W1693228719 cites W570426766 @default.
- W1693228719 cites W791027901 @default.
- W1693228719 doi "https://doi.org/10.15388/informatica.2003.003" @default.
- W1693228719 hasPublicationYear "2003" @default.
- W1693228719 type Work @default.
- W1693228719 sameAs 1693228719 @default.
- W1693228719 citedByCount "62" @default.
- W1693228719 countsByYear W16932287192012 @default.
- W1693228719 countsByYear W16932287192013 @default.
- W1693228719 countsByYear W16932287192014 @default.
- W1693228719 countsByYear W16932287192015 @default.
- W1693228719 countsByYear W16932287192016 @default.
- W1693228719 countsByYear W16932287192017 @default.
- W1693228719 countsByYear W16932287192018 @default.
- W1693228719 countsByYear W16932287192019 @default.
- W1693228719 countsByYear W16932287192020 @default.
- W1693228719 countsByYear W16932287192021 @default.
- W1693228719 countsByYear W16932287192022 @default.
- W1693228719 countsByYear W16932287192023 @default.
- W1693228719 crossrefType "journal-article" @default.
- W1693228719 hasAuthorship W1693228719A5011898882 @default.
- W1693228719 hasAuthorship W1693228719A5035146046 @default.
- W1693228719 hasAuthorship W1693228719A5052138379 @default.
- W1693228719 hasBestOaLocation W16932287191 @default.
- W1693228719 hasConcept C106159729 @default.
- W1693228719 hasConcept C126255220 @default.
- W1693228719 hasConcept C144237770 @default.
- W1693228719 hasConcept C154945302 @default.
- W1693228719 hasConcept C162324750 @default.
- W1693228719 hasConcept C2780821815 @default.
- W1693228719 hasConcept C33923547 @default.
- W1693228719 hasConcept C41008148 @default.
- W1693228719 hasConcept C81917197 @default.
- W1693228719 hasConceptScore W1693228719C106159729 @default.
- W1693228719 hasConceptScore W1693228719C126255220 @default.
- W1693228719 hasConceptScore W1693228719C144237770 @default.
- W1693228719 hasConceptScore W1693228719C154945302 @default.
- W1693228719 hasConceptScore W1693228719C162324750 @default.
- W1693228719 hasConceptScore W1693228719C2780821815 @default.
- W1693228719 hasConceptScore W1693228719C33923547 @default.
- W1693228719 hasConceptScore W1693228719C41008148 @default.
- W1693228719 hasConceptScore W1693228719C81917197 @default.
- W1693228719 hasIssue "1" @default.
- W1693228719 hasLocation W16932287191 @default.
- W1693228719 hasOpenAccess W1693228719 @default.
- W1693228719 hasPrimaryLocation W16932287191 @default.
- W1693228719 hasRelatedWork W1485063768 @default.
- W1693228719 hasRelatedWork W1990422213 @default.
- W1693228719 hasRelatedWork W2012616576 @default.
- W1693228719 hasRelatedWork W2115461783 @default.
- W1693228719 hasRelatedWork W2118336583 @default.