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Keywords: Generalized reduced gradient nonlinear algorithm
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Journal Articles
Portfolio optimization using the generalized reduced gradient nonlinear algorithm: An application to Amman Stock Exchange
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International Journal of Islamic and Middle Eastern Finance and Management (2016) 9 (4): 570–582.
Published: 14 November 2016
... based on the mean–variance optimization framework of Markowitz (1952) and the GRG nonlinear algorithm. Modern portfolio theory Amman Stock Exchange Generalized reduced gradient nonlinear algorithm Portfolio optimization Markowitz (1952) first developed the idea of portfolio...
