Optimal portfolio choice under a liability constraint

DOI10.1023/A:1018996712442MaRDI QIDQ1593559zbMATH OpenOpenAlexFDO

Authors Leszek S. Zaremba, Włodzimierz H. Smoleński

Publication date 17 January 2001

Published in Annals of Operations Research (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1023/a:1018996712442

Mathematics Subject Classification ID

Nonlinear programming (90C30)

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