Mathematical Programming and its Applications in Finance

DOI10.1142/9789812813220_0001MaRDI QIDQ3542357zbMATH OpenOpenAlexFDO

Authors Lyn C. Thomas

Publication date 1 December 2008

Published in Mathematical Programming and Game Theory for Decision Making (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1142/9789812813220_0001

zbMATH Keywords

asset-liability modelscredit scorecardslinear programmingMathematical programmingoptimization problems in financeportfolio optimization

Mathematics Subject Classification ID

Linear programming (90C05) Portfolio theory (91G10)

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Cited in

(6)

• Optimization of real-estate funding plans
• Quadratic programming applications in finance using Excel
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• The Use of Linear Programming in Disentangling the Bankruptcies of Al-Manakh Stock Market Crash
• scientific article; zbMATH DE number 1489870 (Why is no real title available?)
• Introduction to financial optimization: Mathematical programming special issue

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