Pages that link to "Item:Q3440217"
From MaRDI portal
The following pages link to An Active Set Method for Single-Cone Second-Order Cone Programs (Q3440217):
Displaying 6 items.
- Robust formulations for clustering-based large-scale classification (Q402195) (← links)
- Practical volume approximation of high-dimensional convex bodies, applied to modeling portfolio dependencies and financial crises (Q2096364) (← links)
- Sharpe-ratio pricing and hedging of contingent claims in incomplete markets by convex programming (Q2440802) (← links)
- Optimal investment policy in a multi-stage problem with bankruptcy and stage-by-stage probability constraints (Q5039397) (← links)
- (Q5115786) (← links)
- Static and dynamic VaR constrained portfolios with application to delegated portfolio management (Q5746724) (← links)
