Linear Optimization in C (Ω) and Portfolio Insurance (Q4430671)
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scientific article; zbMATH DE number 1990059
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| English | Linear Optimization in C (Ω) and Portfolio Insurance |
scientific article; zbMATH DE number 1990059 |
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Linear Optimization in C (Ω) and Portfolio Insurance (English)
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12 October 2003
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minimal lattice subspace
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minimization under linear inequalities
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portfolio insurance
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0.8918028
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0.88488185
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0.88041365
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0.8795385
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0.87818974
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0.86812925
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0.86468035
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0.8640025
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