Applications of geometric moment theory related to optimal portfolio management

DOI10.1016/j.camwa.2006.01.001zbMath1133.91021OpenAlexW1990445711MaRDI QIDQ2475911

George A. Anastassiou

Publication date: 11 March 2008

Published in: Computers \& Mathematics with Applications (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.camwa.2006.01.001

zbMATH Keywords

momentsconcavitygeometric moment theoryoptimal portfolio managementproblem of optimal frontier

Mathematics Subject Classification ID

Related Items (3)

The multidimensional truncated moment problem: the moment cone ⋮ The multidimensional truncated moment problem: Gaussian mixture reconstruction from derivatives of moments ⋮ Portfolio selection under possibilistic mean-variance utility and a SMO algorithm

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• Unnamed Item
• The oscillating random walk
• Parameterfreie Abschätzung und Realisierung von Erwartungswerten
• Moments of non-negative mass
• Representation Theorems for Distribution Functions
• Mass transhipment problems and ideal metrics
• The General Moment Problem, A Geometric Approach
• Introdction to Measure and Probability

This page was built for publication: Applications of geometric moment theory related to optimal portfolio management