Conditional chance-constrained programming techniques in portfolio selection
John Milton Burnham
Year of publication: |
1970
|
---|---|
Authors: | Burnham, John Milton |
Subject: | Wertpapiersparen | Kapitalanlage Portefeuilleplanung | Betriebswirtschaftliche Verfahrensforschung | Portfolio-Management | Portfolio selection | Mathematische Optimierung | Mathematical programming | Theorie | Theory |
Saved in:
Saved in favorites
Similar items by subject
-
Using linear and goal programming to immunize bond portfolios
Alexander, Gordon J., (1985)
-
Intertemporal portfolio selection for stable Paretian investments
Shorr, Bernard, (1970)
-
Triple-objective models for portfolio optimisation with symmetric and percentile risk measures
Sawik, Bartosz, (2016)
- More ...