IEEE - Institute of Electrical and Electronics Engineers, Inc. - Multiple Criteria Decision Making and De Novo Programming in Portfolio Selection

2007 Second International Conference on Innovative Computing, Information and Control

Author(s): Jing-Rung Yu ; Hao-Hsiang Wang
Publisher: IEEE - Institute of Electrical and Electronics Engineers, Inc.
Publication Date: 1 September 2007
Conference Location: Kumamoto, Japan
Conference Date: 5 September 2007
Page(s): 194
ISBN (Paper): 0-7695-2882-1
DOI: 10.1109/ICICIC.2007.402
Regular:

To cope with the short selling issue, this research proposes four models based on the mean-variance model (MV-model) which frees one from the limitation of short selling. In the first two models,... View More

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