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Applied Economics Letters Volume 24, 2017 - Issue 14
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Original Articles

Optimal portfolio selection with maximal risk adjusted return

Yue WangSchool of Economic Mathematics, Southwestern University of Finance and Economics, Chengdu, Sichuan, ChinaCorrespondence[email protected]
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,
Zhijian QiuSchool of Economic Mathematics, Southwestern University of Finance and Economics, Chengdu, Sichuan, ChinaView further author information
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Xiaomei QuCollege of Computer Science and Technology, Southwest University for Nationalities, Chengdu, Sichuan, ChinaView further author information
Pages 1035-1040 | Published online: 31 Oct 2016

References

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