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