Linear Optimization in C (Ω) and Portfolio Insurance (Q4430671): Difference between revisions
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| Property / cites work: Portfolio dominance and optimality in infinite security markets / rank | |||
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| Property / cites work: Minimum-cost portfolio insurance / rank | |||
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| Property / cites work: The cheapest hedge. / rank | |||
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| Property / cites work: Finite-dimensional lattice-subspaces of 𝐶(Ω) and curves of ℝⁿ / rank | |||
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| Property / cites work: Minimal lattice-subspaces / rank | |||
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Latest revision as of 11:36, 6 June 2024
scientific article; zbMATH DE number 1990059
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Linear Optimization in C (Ω) and Portfolio Insurance |
scientific article; zbMATH DE number 1990059 |
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Linear Optimization in C (Ω) and Portfolio Insurance (English)
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12 October 2003
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minimal lattice subspace
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minimization under linear inequalities
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portfolio insurance
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