On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios (Q5246809)

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scientific article; zbMATH DE number 6428796
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On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios
scientific article; zbMATH DE number 6428796

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    On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios (English)
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    22 April 2015
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    dynamic portfolio hedging
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    mixed-integer nonlinear goal programming
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    separable programming
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    minimum variance hedge ratio
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