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~accessRights:"restricted"
~isPartOf:"Mathematics in business management : [International Conference on Mathematics in Engineering and Business Management during 9 - 10 March 2012, Chennai, India]"
~subject:"Mathematical programming"
~subject:"Mean Reversion"
~subject:"Prospect Theory"
~subject:"USA"
~type_genre:"Konferenzbeitrag"
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Mathematics in business management : [International Conference on Mathematics in Engineering and Business Management during 9 - 10 March 2012, Chennai, India]
Computational Management Science : CMS
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International journal of theoretical and applied finance
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Quantitative finance
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Advanced modelling in mathematical finance : in honour of Ernst Eberlein
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Mathematical finance : an international journal of mathematics, statistics and financial economics
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Portfolio optimization with transaction costs: a two-period mean-variance model
Fu, Ying Hui
;
Ng, Kien Ming
;
Huang, Boray
;
Huang, Huei Chuen
- In:
Mathematics in business management : [International …
,
(pp. 135-156)
.
2015
Persistent link: https://www.econbiz.de/10011488343
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2
SMAA-PO: project portfolio optimization problems based on stochastic multicriteria acceptability analysis
Yang, Feng
;
Song, Shiling
;
Huang, Wei
;
Xia, Qiong
- In:
Mathematics in business management : [International …
,
(pp. 535-547)
.
2015
Persistent link: https://www.econbiz.de/10011488544
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