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Property / author: A. S. Belen'kij / rank
 
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Property / full work available at URL: https://doi.org/10.1007/978-3-319-42056-1_3 / rank
 
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Latest revision as of 08:06, 13 July 2024

scientific article
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English
Optimization of Portfolio Compositions for Small and Medium Price-Taking Traders
scientific article

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    Optimization of Portfolio Compositions for Small and Medium Price-Taking Traders (English)
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    27 January 2017
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    convex polyhedron
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    equilibrium points
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    financial instruments
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    integer programming
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    linear programming
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    mixed programming
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    price-taking traders
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    random variable probability distribution
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    two-person games on sets of disjoint player strategies
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