scientific article; zbMATH DE number 2065142

zbMATH Open1090.91537MaRDI QIDQ4459808FDOQ4459808

Authors: Andreas Nolte, Stephen R. Tate, Ming-Yang Kao 

Publication date: 18 May 2004

Title of this publication is not available (Why is that?)

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Mathematics Subject Classification ID

Portfolio theory (91G10)

Cited In (4)

• Distribution of investments in the stock market, information types, and algorithmic complexity
• Risk-sensitive portfolio optimization problem for a large trader with inside information
• The risk profile problem for stock portfolio optimization (extended abstract)
• Designing proxies for stock market indices is computationally hard

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