The risk profile problem for stock portfolio optimization (extended abstract)

• Authors:

• Ming-Yang Kao;Andreas Nolte;Stephen R. Tate

• Affiliations:

• Dept of Computer Science, Yale University, New Haven, CT;Dept of Computer Science, Yale University, New Haven, CT;Dept of Computer Science, University of North Texas, Denton, TX

• Venue:
• STOC '00 Proceedings of the thirty-second annual ACM symposium on Theory of computing
• Year:
• 2000