Calculation of Investment Portfolios with Risk Free Borrowing and Lending
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Publication:4047324
DOI10.1287/MNSC.21.2.209zbMATH Open0294.90004OpenAlexW2119326928MaRDI QIDQ4047324FDOQ4047324
Authors: William T. Ziemba, Celik Parkan, R. Brooks-Hill 
Publication date: 1974
Published in: Management Science (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1287/mnsc.21.2.209
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Cited In (17)
- The tolerance approach in multiobjective linear fractional programming
- Optimality conditions and duality models for a class of nonsmooth constrained fractional variational problems
- A convergent decomposition algorithm for support vector machines
- Fractional programming
- Optimal Financial Portfolios
- Mixed integer programming for the 0--1 maximum probability model.
- Maximizing pseudoconvex transportation problem: A special type
- A parametric approach to solve bounded-variable LFP by converting into LP
- First and Second Order Duality for a class of Nondifferentiable Fractional Programming Problem
- Bibliography in fractional programming
- Nonconvex min-max fractional quadratic problems under quadratic constraints: copositive relaxations
- A discrete dynamic convexized method for nonlinear integer programming
- Fractional programming: Applications and algorithms
- Use of stochastic and mathematical programming in portfolio theory and practice
- Recommendation of investment portfolio for peer-to-peer lending with additional consideration of bidding period
- On the use of optimization models for portfolio selection: A review and some computational results
- Duality for a class of continuous-time homogeneous fractional programming problems
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