Similar Search Results

Probabilistic constrained optimization : methodology and applications

Uryasev, Stan (ed.) - 2000

Persistent link: https://www.econbiz.de/10001510446

Quadratic convex reformulation for quadratic programming with linear on-off constraints

Wu, Baiyi; Li, Duan; Jiang, Rujun - In: European journal of operational research : EJOR 274 (2019) 3, pp. 824-836

Persistent link: https://www.econbiz.de/10011990236

Index fund optimization using a hybrid model : genetic algorithm and mixed-integer nonlinear programming

Díaz, Juan; Cortés, María; Hernández, Juan; … - In: The engineering economist : a journal devoted to the … 64 (2019) 3, pp. 298-309

Persistent link: https://www.econbiz.de/10012195813

Submodularity in conic quadratic mixed 0-1 optimization

Atamtürk, Alper; Gómez, Andrés - In: Operations research 68 (2020) 2, pp. 609-630

Persistent link: https://www.econbiz.de/10012213396

On nonsmooth robust multiobjective optimization under generalized convexity with applications to portfolio optimization

Fakhar, Majid; Mahyarinia, Mohammad Reza; Zafarani, Jafar - In: European journal of operational research : EJOR 265 (2018) 1, pp. 39-48

Persistent link: https://www.econbiz.de/10011805297

Facelifting in utility maximization

Larsen, Kasper; Soner, Halil Mete; Žitković, Gordan - In: Finance and stochastics 20 (2016) 1, pp. 99-121

Persistent link: https://www.econbiz.de/10011460007

Computer-oriented mathematics : an introduction to numerical methods

Kovach, Ladis D. - 1964

Persistent link: https://www.econbiz.de/10001577505

A Journey Through the 'Mathematical Underworld' of Portfolio Optimization

Lopez de Prado, Marcos - 2015

* It has been estimated that the current size of the asset management industry is approximately US$58 trillion.* Portfolio optimization is one of the problems most frequently encountered by financial practitioners. It appears in various forms in the context of Trading, Risk Management and...

Persistent link: https://www.econbiz.de/10013035982

Portfolio mathematics with general linear and quadratic constraints

Stowe, David L. - In: Journal of mathematical finance 9 (2019) 4, pp. 675-690

Persistent link: https://www.econbiz.de/10012433449

Optimal control of an objective functional with non-linearity between the conditional expectations : solutions to a class of time-inconsistent portfolio problems

Kryger, Esben; Nordfang, Maj-Britt; Steffensen, Mogens - In: Mathematical methods of operations research : ZOR 91 (2020) 3, pp. 405-438

Persistent link: https://www.econbiz.de/10012301603

1
2
3
4
5
6
7
8
9
10
Next
Last