//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~type_genre:"Konferenzbeitrag"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Asset and liability management...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Mathematical programming
1
Mathematische Optimierung
1
Portfolio selection
1
Portfolio-Management
1
Theorie
1
Theory
1
branch-and-bound
1
convex relaxation
1
cross-asset price impact
1
nonconvex quadratic program
1
optimal portfolio deleveraging
1
successive convex optimization
1
more ...
less ...
Online availability
All
Undetermined
1
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Konferenzbeitrag
Article in journal
64
Aufsatz in Zeitschrift
64
Arbeitspapier
2
Graue Literatur
2
Non-commercial literature
2
Working Paper
2
Collection of articles of several authors
1
Conference paper
1
Conference proceedings
1
Konferenzschrift
1
Sammelwerk
1
more ...
less ...
Language
All
English
1
Author
All
Chen, Yuanyuan
1
Li, Duan
1
Luo, Hezhi
1
Wu, Huixian
1
Zhang, Xianye
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial economics
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Effective algorithms for optimal portfolio deleveraging problem with cross impact
Luo, Hezhi
;
Chen, Yuanyuan
;
Zhang, Xianye
;
Li, Duan
; …
- In:
Mathematical finance : an international journal of …
34
(
2024
)
1
,
pp. 36-89
Persistent link: https://www.econbiz.de/10014471144
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->