On multiobjective combinatorial optimization and dynamic interim jedging of efficient portfolios
Gordon H. Dash and Nina Kajiji
| Year of publication: |
2014
|
|---|---|
| Authors: | Dash, Gordon H. ; Kajiji, Nina |
| Published in: |
International transactions in operational research : ITOR ; a journal of the International Federation of Operational Research Societies (IFORS). - Oxford : Wiley, ISSN 0969-6016, ZDB-ID 1213721-2. - Vol. 21.2014, 6, p. 899-918
|
| Subject: | dynamic portfolio hedging | mixed-integer nonlinear goal programming | separable programming minimum variance hedge ratio | Hedging | Mathematische Optimierung | Mathematical programming | Portfolio-Management | Portfolio selection | Theorie | Theory | Multikriterielle Entscheidungsanalyse | Multi-criteria analysis | Nichtlineare Optimierung | Nonlinear programming |
| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10010440694