HYPER SENSITIVITY ANALYSIS OF PORTFOLIO OPTIMIZATION PROBLEMS
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Publication:4650599
DOI10.1142/S0217595904000175zbMath1059.91037MaRDI QIDQ4650599
Moshe Sniedovich, Immanuel M. Bomze, Leonid Churilov, Daniel Ralph
Publication date: 18 February 2005
Published in: Asia-Pacific Journal of Operational Research (Search for Journal in Brave)
Quadratic programming (90C20) Sensitivity, stability, parametric optimization (90C31) Portfolio theory (91G10)
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