Portfolio mathematics with general linear and quadratic constraints
Year of publication: |
2019
|
---|---|
Authors: | Stowe, David L. |
Published in: |
Journal of mathematical finance. - [S.l.] : Scientific Research, ISSN 2162-2434, ZDB-ID 2657377-5. - Vol. 9.2019, 4, p. 675-690
|
Subject: | Portfolio Mathematics | Optimization | Delegated Portfolio Management | Tracking Error | Utility Maximization | Theorie | Theory | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Mathematik | Mathematics | Finanzmathematik | Mathematical finance |
-
Facelifting in utility maximization
Larsen, Kasper, (2016)
-
Computer-oriented mathematics : an introduction to numerical methods
Kovach, Ladis D., (1964)
-
Mathematical modeling of transportation flows
Petrova, Elizaveta A., (2024)
- More ...
-
Financial statement change and equity risk
Senteney, Michael H., (2019)
-
Stowe, David L., (2018)
-
The value and use of the IRA recharacterization option
Stowe, David L., (2013)
- More ...