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Quadratic minimization with portfolio and terminal wealth constraints
Heunis, Andrew J. - In: Annals of finance 11 (2015) 2, pp. 243-282
Persistent link: https://www.econbiz.de/10011376186
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Quadratic minimization with portfolio and intertemporal wealth constraints
Zhu, Dian; Heunis, Andrew J. - In: Annals of finance 13 (2017) 3, pp. 299-340
Persistent link: https://www.econbiz.de/10011945450
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Omega ratio optimization with actuarial and financial applications
Balbás de la Corte, Alejandro; Balbás, Beatriz; … - In: European journal of operational research : EJOR 292 (2021) 1, pp. 376-387
Persistent link: https://www.econbiz.de/10012495444
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A bi-level programming approach for global investment strategies with financial intermediation
Benita, Francisco; López-Ramos, Francisco; Nasini, Stefano - In: European journal of operational research : EJOR 274 (2019) 1, pp. 375-390
Persistent link: https://www.econbiz.de/10011990077