Optimal deviations from an asset allocation. (Q1422358)
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scientific article; zbMATH DE number 2041850
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| English | Optimal deviations from an asset allocation. |
scientific article; zbMATH DE number 2041850 |
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Optimal deviations from an asset allocation. (English)
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14 February 2004
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Asset allocation
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Financial modeling
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Infinitely constrained programming
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Non-convex optimization
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0.7983471155166626
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0.7978424429893494
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0.7944035530090332
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