The analysis of risky portfolios by geometric programming
Year of publication: |
1979
|
---|---|
Authors: | Jefferson, T. R. ; Scott, C. H. ; Cozzolino, J. M. |
Published in: |
Zeitschrift für Operations-Research : ZOR ; mathematical methods of operations research. - Heidelberg : Physica-Verl., ISSN 0340-9422, ZDB-ID 246737-9. - Vol. 23.1979, 5, p. 207-217
|
Subject: | Portfolio-Theorie | Programmanalyse nichtlinear |
-
Kribbe, Wilhelmina J., (1987)
-
Godfrey, L. G., (1986)
-
Integer resource allocations with the objective function separable into pairs of variables
Zeitlin, Zeev, (1981)
- More ...
-
Entropy maximizing models of residential location via geometric programming
Scott, C. H., (1977)
-
The analysis of entropy models with equality and inequality constraints
Jefferson, T. R., (1979)
-
A heuristic procedure for solving the quadratic assignment problem
Murtagh, B. A., (1982)
- More ...