A simplified method for transforming a portfolio selection problem with transaction costs to a linear programming problem;

Weighted portfolio selection for return rate with fuzzy number;

With AX=b, X T μ=E,X∈{X|X≥0} , a problem of portfolio selection has been deeply studied by Markowitz with the method called the Critical Line Algorithm.

Research on the optimization models of portfolio selection;

Based on this, portfolio selection and spanning of feasible and efficient set of portfolios are discussed, and the results on portfolio selection and mutual-fund separation without short sale restrictions are extended to the case in which short selling is prohibited but stock index futur.

In this paper, the effects of benchmark portfolio on portfolio selection and asset pricing are analyzed.

Decision Tool for Security Selection by Using Neural Networks;

This paper presents and analyses the different research method, results, and the problem unsolved on securities selectivity and market timing in fund performance evaluation.