Optimization methods in finance.
DOI10.1017/9781107297340zbMATH Open1400.91001OpenAlexW4233369492MaRDI QIDQ4577977FDOQ4577977
Authors: Gérard Cornuéjols, Reha H. Tütüncü, Javier Peña 
Publication date: 7 August 2018
Full work available at URL: https://doi.org/10.1017/9781107297340
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- Dynamic optimization models in finance: some extensions to the framework, models, and computation
- The famous American economist H. Markowitz and mathematical overview of his portfolio selection theory
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