Mathematical Programming of Admissible Portfolios

DOI10.1287/MNSC.23.7.779MaRDI QIDQ4135185zbMATH OpenOpenAlexFDO

Authors Vijay S. Bawa

Publication date 1977

Published in Management Science (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1287/mnsc.23.7.779

Mathematics Subject Classification ID

Convex programming (90C25) Trade models (91B60)

Cited in

(1)

• El problema de seleccion de la cartera en un mercado logaritmico-normal con criterio de utilidad R-∈

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