Optimization methods in finance.
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Publication:4577977
Derivative securities (option pricing, hedging, etc.) (91G20) Applications of mathematical programming (90C90) Portfolio theory (91G10) Stochastic systems and control (93E99) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to game theory, economics, and finance (91-01) Financial applications of other theories (91G80) Introductory exposition (textbooks, tutorial papers, etc.) pertaining to operations research and mathematical programming (90-01)
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- Practical financial optimization. Decision making for financial engineers. Foreword by Harry M. Markowitz
- A signal processing perspective on financial engineering
- Bi-objective reliability based optimization: an application to investment analysis
- Performance indicators in multiobjective optimization
- Robust arbitrage conditions for financial markets
- Distributionally robust profit opportunities
- On a solution method in indefinite quadratic programming under linear constraints
- Optimization Methods in Finance
- scientific article; zbMATH DE number 2148977 (Why is no real title available?)
- Introduction to Modern Portfolio optimization with NUOPT and S-PLUS
- Enhanced index tracking problem: a new optimization model and a sum-of-ratio based algorithm
- Estimating variances in time series kriging using convex optimization and empirical BLUPs
- Time-varying mean-variance portfolio selection under transaction costs and cardinality constraint problem via beetle antennae search algorithm (BAS)
- The famous American economist H. Markowitz and mathematical overview of his portfolio selection theory
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