BOND PORTFOLIO OPTIMIZATION BY BILINEAR FRACTIONAL PROGRAMMING (Q3830776)
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scientific article; zbMATH DE number 4106558
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | BOND PORTFOLIO OPTIMIZATION BY BILINEAR FRACTIONAL PROGRAMMING |
scientific article; zbMATH DE number 4106558 |
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BOND PORTFOLIO OPTIMIZATION BY BILINEAR FRACTIONAL PROGRAMMING (English)
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1989
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bond portfolio optimization
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bilinear fractional programming
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average risk
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nonconvex optimization
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0.7956477403640747
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0.7773075103759766
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0.7526077032089233
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0.7492061257362366
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0.7489649057388306
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