Mathematical Portfolio Theory and Analysis

DOI10.1007/978-981-19-8544-7MaRDI QIDQ6488248zbMATH OpenFDO

Authors Siddhartha P. Chakrabarty, Ankur Kanaujiya

Publication date 3 April 2023

Published in Compact Textbooks in Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/978-981-19-8544-7

Mathematics Subject Classification ID

Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Portfolio theory (91G10)

Recommendations

• Introduction to mathematical portfolio theory
• Linear and mixed integer programming for portfolio optimization
• Mathematical Asset Management
• Portfolio theory, risk management and the evaluation of derivatives
• Portfolio Optimization and Performance Analysis

Cited in

(15)

• Bond portfolio optimization
• Introduction to mathematical portfolio theory
• Investment theory and risk management
• Mathematical modelling and the construction of an optimal portfolio structure
• Portfolio Optimization and Performance Analysis
• Mathematical Asset Management
• scientific article; zbMATH DE number 1487967 (Why is no real title available?)
• Modelling fundamental analysis in portfolio selection
• Mathematical foundation of the replicating portfolio approach
• Uncertain portfolio optimization
• Risk-return relationship and portfolio management
• scientific article; zbMATH DE number 5592322 (Why is no real title available?)
• scientific article; zbMATH DE number 6766521 (Why is no real title available?)
• The equilibrium of a financial model
• Conditionally inaccessible decisions

This page was built for publication: Mathematical Portfolio Theory and Analysis

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q6488248)