Narrow search
Showing 1 - 10 of 1,760
Cover Image
Optimal portfolios of a small investor in a limit order market : a shadow price approach
Kühn, Christoph; Stroh, Maximilian - In: Mathematics and financial economics 3 (2010) 2, pp. 45-72
Persistent link: https://www.econbiz.de/10003983165
Cover Image
Using compromise programming in a stock market pricing model
Ballestero, Enrique - In: Research and practice in multiple criteria decision …, (pp. 388-399). 2000
Persistent link: https://www.econbiz.de/10001498022
Cover Image
Intelligent option portfolio model with perspective of shadow price and risk-free profit
Xu, Fengmin; Ma, Jieao - In: Financial innovation : FIN 9 (2023) 1, pp. 1-28
Since Markowitz proposed modern portfolio theory, portfolio optimization has been being a classic topic in financial engineering. Although it is generally accepted that options help to improve the market, there is still an improvement for the portrayal of their unique properties in portfolio...
Persistent link: https://www.econbiz.de/10014289096
Cover Image
Shadow prices in linear programming problems
Alaouze, Chris M. - 1996
Persistent link: https://www.econbiz.de/10000602991
Cover Image
Linear programming, shadow prices and environmental taxes
Hawdon, David - 1986
Persistent link: https://www.econbiz.de/10000693973
Cover Image
Methods for approximating the shadow price of water in China
Liu, Xiuli; Chen, Xikang - In: Economic systems research : journal of the … 20 (2008) 2, pp. 173-185
Persistent link: https://www.econbiz.de/10003753262
Cover Image
Interpreting dual variables for optimization with nonmonetary objectives
Preckel, Paul V. - In: American journal of agricultural economics 69 (1987) 4, pp. 849-851
Persistent link: https://www.econbiz.de/10001046928
Cover Image
A shadow price in integer programming for management decision
Kim, Schun; Cho, Seong-cheol - In: European journal of operational research : EJOR 37 (1988) 3, pp. 328-335
Persistent link: https://www.econbiz.de/10003513790
Cover Image
Circumventing the Slater conundrum in countably infinite linear programs
Ghate, Archis - In: European journal of operational research : EJOR 246 (2015) 3, pp. 708-720
Persistent link: https://www.econbiz.de/10011342645
Cover Image
Improving shadow price information : obtaining relevant shadow prices from problems with decomposable objectives
McCarl, Bruce A.; Rister, M. Edward; Stokes, Jeffrey R.; … - In: American journal of agricultural economics 78 (1996) 3, pp. 699-705
Persistent link: https://www.econbiz.de/10001210731