Nonlinear optimization with financial applications
Year of publication: |
2005
|
---|---|
Authors: | Bartholomew-Biggs, Michael C. |
Publisher: |
Boston [u.a.] : Kluwer Acad. Publ. |
Subject: | Portfoliomanagement | Nichtlineare Optimierung |
Description of contents: | Table of Contents [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] ; Description [digitool.hbz-nrw.de] |
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Probabilistic constrained optimization : methodology and applications
Uryasev, Stan, (2000)
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Petrick, Martin, (2001)
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Non-linear taxation, tax-arbitrage and equilibrium asset prices
Başak, Suleyman, (2001)
- More ...
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Modifications to the subroutine OPALQP for dealing with large problems
Bartholomew-Biggs, Michael C., (1994)
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A global optimization problem in portfolio selection
Bartholomew-Biggs, Michael C., (2009)
- More ...