Estimation errors or uncertainities in expected return and risk measures create difficulties for portfolio optimization. The literature deals with the uncertainty using stochastic, fuzzy or ...

An optimization problem is one where you have to make the best decision (choose the best investments, minimize your company’s costs, find the class schedule with the fewest morning classes, or so on).

This is a preview. Log in through your library . Abstract A greedy algorithm solves a dual pair of linear programs where the primal variables are associated to the elements of a sublattice B of a ...