Mathematical models for financial optimization

MaRDI QIDQ3603578zbMATH OpenFDO

Authors Marius Rădulescu, Sorin Rădulescu, Zoie Rădulescu

Publication date 18 February 2009

zbMATH Keywords

financial investmentfinancial modelingmathematical modelsmean-variance analysisportfolio theory

Mathematics Subject Classification ID

Other applications of nonstandard models (economics, physics, etc.) (03H10) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Analysis of variance and covariance (ANOVA) (62J10)

Recommendations

• Introduction to mathematical portfolio theory
• An elementary introduction to mathematical finance.
• scientific article; zbMATH DE number 1548491
• scientific article; zbMATH DE number 1095739
• Financial mathematics. An introduction

Cited in

(13)

• Modeling and solving alternative financial solutions seeking
• The origins of the mean-variance approach in finance: revisiting de Finetti 65 years later
• Introduction to mathematical portfolio theory
• Harry M. Markowitz, Merton H. Miller, William F. Sharpe, Robert C. Merton and Myron S. Scholes
• Mathematical models for insurance business optimization
• A portfolio theory approach to crop planning under environmental constraints
• scientific article; zbMATH DE number 847292 (Why is no real title available?)
• A financial model for a multi-period portfolio optimization problem with a variational formulation
• Topics in modern finance
• A minute with Marcos Lopez de Prado
• Optimal Financial Portfolios
• Portfolio selection and asset pricing
• The famous American economist H. Markowitz and mathematical overview of his portfolio selection theory

This page was built for publication: Mathematical models for financial optimization

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3603578)