Pages that link to "Item:Q1396969"
From MaRDI portal
The following pages link to Duality for portfolio optimization with short sales (Q1396969):
Displaying 5 items.
- An algorithm for portfolio selection in a frictional market (Q858833) (← links)
- Set-valued duality theory for multiple objective linear programs and application to mathematical finance (Q1014298) (← links)
- On Lagrangian duality in vector optimization: applications to the linear case (Q1758031) (← links)
- Multiple Optimal Solutions in the Portfolio Selection Model with Short-Selling (Q4812332) (← links)
- MARKOWITZ'S PORTFOLIO OPTIMIZATION IN AN INCOMPLETE MARKET (Q5472785) (← links)