On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios (Q5246809): Difference between revisions

From MaRDI portal
Added link to MaRDI item.
Normalize DOI.
 
(3 intermediate revisions by 3 users not shown)
Property / DOI
 
Property / DOI: 10.1111/itor.12067 / rank
Normal rank
 
Property / MaRDI profile type
 
Property / MaRDI profile type: MaRDI publication profile / rank
 
Normal rank
Property / full work available at URL
 
Property / full work available at URL: https://doi.org/10.1111/itor.12067 / rank
 
Normal rank
Property / OpenAlex ID
 
Property / OpenAlex ID: W1885724631 / rank
 
Normal rank
Property / cites work
 
Property / cites work: RISK METRICS AND FINE TUNING OF HIGH‐FREQUENCY TRADING STRATEGIES / rank
 
Normal rank
Property / cites work
 
Property / cites work: A generalization of the linear complementarity problem / rank
 
Normal rank
Property / cites work
 
Property / cites work: Convex Duality in Mean-Variance Hedging Under Convex Trading Constraints / rank
 
Normal rank
Property / cites work
 
Property / cites work: Evolving economy bank asset‐liability and risk management under uncertainty with hierarchical objectives and nonlinear pricing / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple criteria optimization: State of the art annotated bibliographic surveys / rank
 
Normal rank
Property / cites work
 
Property / cites work: Piecewise-Linear Approximation Methods for Nonseparable Convex Optimization / rank
 
Normal rank
Property / cites work
 
Property / cites work: The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies / rank
 
Normal rank
Property / cites work
 
Property / cites work: A nonlinear mixed integer goal programming model for the two-machine closed flow shop / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q4457756 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Q5693361 / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multicriteria decision making under uncertainty / rank
 
Normal rank
Property / cites work
 
Property / cites work: Multiple criteria linear programming model for portfolio selection / rank
 
Normal rank
Property / cites work
 
Property / cites work: Mixed integer goal programming models for the flexible job-shop scheduling problems with separable and non-separable sequence dependent setup times / rank
 
Normal rank
Property / cites work
 
Property / cites work: Optimization of Convex Risk Functions / rank
 
Normal rank
Property / DOI
 
Property / DOI: 10.1111/ITOR.12067 / rank
 
Normal rank

Latest revision as of 16:31, 30 December 2024

scientific article; zbMATH DE number 6428796
Language Label Description Also known as
English
On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios
scientific article; zbMATH DE number 6428796

    Statements

    On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios (English)
    0 references
    0 references
    0 references
    22 April 2015
    0 references
    dynamic portfolio hedging
    0 references
    mixed-integer nonlinear goal programming
    0 references
    separable programming
    0 references
    minimum variance hedge ratio
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references