On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios (Q5246809): Difference between revisions
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Revision as of 22:55, 19 March 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)
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22 April 2015
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dynamic portfolio hedging
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mixed-integer nonlinear goal programming
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separable programming
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minimum variance hedge ratio
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