scientific article; zbMATH DE number 912567
From MaRDI portal
Publication:4887226
zbMath0854.90014MaRDI QIDQ4887226
Publication date: 1 August 1996
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
Related Items (10)
Scenario aggregation method for portfolio expectile optimization ⋮ Informal insurance networks ⋮ Strong duality and KKT conditions in nonconvex optimization with a single equality constraint and geometric constraint ⋮ Standard bi-quadratic optimization problems and unconstrained polynomial reformulations ⋮ Option pricing under a stressed-beta model ⋮ New and old bounds for standard quadratic optimization: dominance, equivalence and incomparability ⋮ Bruno de Finetti and the case of the critical line's last segment ⋮ Extensions of the standard quadratic optimization problem: strong duality, optimality, hidden convexity and S-lemma ⋮ A new branch-and-bound algorithm for standard quadratic programming problems ⋮ OPTIMAL MEAN–VARIANCE PORTFOLIO SELECTION WITH NO-SHORT-SELLING CONSTRAINT
This page was built for publication:
