Pages that link to "Item:Q1786212"
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The following pages link to A novel approach to Markowitz portfolio model without using Lagrange multipliers (Q1786212):
Displaying 8 items.
- Markowitz's model with Euclidean vector spaces (Q1041996) (← links)
- The Lagrange method of optimization with applications to portfolio and investment decisions (Q1350634) (← links)
- A remark on Samuelson's variational principle in economics (Q1644240) (← links)
- Using linear programming to seek the optimum combination of investment (Q1805271) (← links)
- Asymptotic methods for solitary solutions and compactons (Q1938330) (← links)
- A globally convergent method for solving a quartic generalized Markowitz portfolio problem (Q2143112) (← links)
- A new optimal variable iterative algorithm to solve the mathematical model of portfolio theory (Q3386102) (← links)
- An uncertainty measure based on Pearson correlation as well as a multiscale generalized Shannon-based entropy with financial market applications (Q6073525) (← links)
