A case-study of optimal portfolio composition with investments limits

zbMATH Open1438.91126MaRDI QIDQ4627372FDOQ4627372

Authors: Fitim Deari, Carmen Rocşoreanu 

Publication date: 7 March 2019

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zbMATH Keywords

critical linesKuhn-Tucker systemportfolio composition

Mathematics Subject Classification ID

Convex programming (90C25) Portfolio theory (91G10)

Cited In (3)

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• Security portfolio problem in limited weighting

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