Theoretically scrutinizing kinks on efficient frontiers and computationally reporting nonexistence of the tangent portfolio for the capital asset pricing model by parametric-quadratic programming

IF 1.1 4区管理学 Q4 OPERATIONS RESEARCH & MANAGEMENT SCIENCE

Asia-Pacific Journal of Operational Research Pub Date : 2023-03-24 DOI:10.1142/s0217595923500124

Y. Qi, Y. Zhang, Sunny Zhang

引用次数: 0

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基于参数二次规划的资本资产定价模型有效边界的理论检验和正切投资组合不存在的计算报告

本文章由计算机程序翻译，如有差异，请以英文原文为准。

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来源期刊

Asia-Pacific Journal of Operational Research 管理科学-运筹学与管理科学

CiteScore

2.00

自引率

14.30%

发文量

审稿时长

14.2 months

期刊介绍： The Asia-Pacific Journal of Operational Research (APJOR) provides a forum for practitioners, academics and researchers in Operational Research and related fields, within and beyond the Asia-Pacific region. APJOR will place submissions in one of the following categories: General, Theoretical, OR Practice, Reviewer Survey, OR Education, and Communications (including short articles and letters). Theoretical papers should carry significant methodological developments. Emphasis is on originality, quality and importance, with particular emphasis given to the practical significance of the results. Practical papers, illustrating the application of Operation Research, are of special interest.