Mathematical models for financial optimization

zbMATH Open1164.91020MaRDI QIDQ3603578FDOQ3603578

Authors: Marius Rădulescu, Sorin Rădulescu, Zoie Rădulescu 

Publication date: 18 February 2009

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zbMATH Keywords

mean-variance analysisportfolio theorymathematical modelsfinancial modelingfinancial investment

Mathematics Subject Classification ID

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

Cited In (13)

• Portfolio selection and asset pricing
• A minute with Marcos Lopez de Prado
• Optimal Financial Portfolios
• Title not available (Why is that?)
• Harry M. Markowitz, Merton H. Miller, William F. Sharpe, Robert C. Merton and Myron S. Scholes
• A financial model for a multi-period portfolio optimization problem with a variational formulation
• Mathematical models for insurance business optimization
• Topics in modern finance
• A portfolio theory approach to crop planning under environmental constraints
• The origins of the mean-variance approach in finance: revisiting de Finetti 65 years later
• Modeling and solving alternative financial solutions seeking
• Introduction to mathematical portfolio theory
• The famous American economist H. Markowitz and mathematical overview of his portfolio selection theory

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