Introduction to financial optimization: Mathematical programming special issue
From MaRDI portal
Recommendations
- Optimization for financial engineering: a special issue
- Mathematical Programming and its Applications in Finance
- Introduction to convex optimization in financial markets
- scientific article; zbMATH DE number 1131755
- Special issue: Optimization and stochastic control in finance, journal of optimization theory and applications
- scientific article; zbMATH DE number 3954640
- Stochastic programming models in financial optimization: a survey
- Preface: special issue on optimization, financial engineering, risk and operations management
- Numerical methods and optimization in finance
- scientific article; zbMATH DE number 5935369
Cited in
(13)- Linear programming in the foreign exchange markets
- Financial planning via multi-stage stochastic optimization.
- Strategic financial management in a multinational financial conglomerate: A multiple goal stochastic programming approach
- HMM based scenario generation for an investment optimisation problem
- Dynamic optimization models in finance: some extensions to the framework, models, and computation
- Simulation-based parametric optimization for long-term asset allocation using behavioral utilities
- Measuring risk for income streams
- Stochastic programming models in financial optimization: a survey
- Mathematical Programming and its Applications in Finance
- Tactical portfolio planning in the natural gas supply chain
- Practical financial optimization. Decision making for financial engineers. Foreword by Harry M. Markowitz
- scientific article; zbMATH DE number 970030 (Why is no real title available?)
- Introduction to convex optimization in financial markets
This page was built for publication: Introduction to financial optimization: Mathematical programming special issue
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5944950)
