A novel approach to Markowitz portfolio model without using Lagrange multipliers
From MaRDI portal
Publication:1786212
DOI10.1515/IJNSNS.2010.11.S1.331zbMath1401.91594MaRDI QIDQ1786212
Publication date: 24 September 2018
Published in: International Journal of Nonlinear Sciences and Numerical Simulation (Search for Journal in Brave)
91G80: Financial applications of other theories
91G10: Portfolio theory
35Q91: PDEs in connection with game theory, economics, social and behavioral sciences
35Q31: Euler equations
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