scientific article; zbMATH DE number 2216947

MaRDI QIDQ5698944zbMATH OpenFDO

Authors Ioannis A. Polyrakis

Publication date 20 October 2005

Mathematics Subject Classification ID

Portfolio theory (91G10) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Banach lattices (46B42) Lattices of continuous, differentiable or analytic functions (46E05)

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Cited in

(4)

• Computational methods in portfolio insurance
• Methods on Computing Positive Bases in Finite‐Dimensional Vector Sublattices. Applications in Completion of Security Markets and in the Theory of Efficient Funds.
• Finite elements in ordered Banach spaces with positive bases
• Computational methods in lattice-subspaces of \(C[a,b]\) with applications in portfolio insurance

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