Portfolio optimization for wealth-dependent risk preferences
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Publication:1958620
DOI10.1007/S10479-009-0592-6zbMath1195.91148OpenAlexW2032702830MaRDI QIDQ1958620
Nikolaos V. Sahinidis, Luis Miguel Rios
Publication date: 4 October 2010
Published in: Annals of Operations Research (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10479-009-0592-6
Related Items (6)
Two-stage financial risk tolerance assessment using data envelopment analysis ⋮ Global optimization advances in mixed-integer nonlinear programming, MINLP, and constrained derivative-free optimization, CDFO ⋮ GLOMIQO: global mixed-integer quadratic optimizer ⋮ Dynamically generated cutting planes for mixed-integer quadratically constrained quadratic programs and their incorporation into GloMIQO 2 ⋮ QPLIB: a library of quadratic programming instances ⋮ Stock market prediction and portfolio selection models: a survey
Uses Software
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