Pages that link to "Item:Q4345047"

The following pages link to BOND PORTFOLIO OPTIMIZATION PROBLEMS AND THEIR APPLICATIONS TO INDEX TRACKING : A PARTIAL OPTIMIZATION APPROACH (Q4345047):

Displaying 50 items.

• Global solutions to fractional programming problem with ratio of nonconvex functions (Q299415) (← links)
• A practicable branch and bound algorithm for sum of linear ratios problem (Q319186) (← links)
• Outcome space range reduction method for global optimization of sum of affine ratios problem (Q330338) (← links)
• Maximizing for the sum of ratios of two convex functions over a convex set (Q336507) (← links)
• A global optimization algorithm for sum of linear ratios problem (Q364313) (← links)
• A global optimization algorithm for sum of quadratic ratios problem with coefficients (Q440994) (← links)
• Global optimization of nonlinear sum of ratios problem (Q702537) (← links)
• On the global optimization of sums of linear fractional functions over a convex set (Q704748) (← links)
• Generating the efficient set of multiobjective integer linear plus linear fractional programming problems (Q828869) (← links)
• An outcome-space finite algorithm for solving linear multiplicative programming (Q849749) (← links)
• Global optimization of generalized linear fractional programming with nonlinear constraints (Q865505) (← links)
• A deterministic global optimization algorithm (Q870181) (← links)
• Studies on a general stock-bond integrated portfolio optimization model (Q871691) (← links)
• An efficient algorithm for globally solving generalized linear multiplicative programming (Q899000) (← links)
• Global optimization for sum of geometric fractional functions (Q983970) (← links)
• Global optimization for sum of linear ratios problem using new pruning technique (Q1023182) (← links)
• Solving sum of quadratic ratios fractional programs via monotonic function (Q1026289) (← links)
• Generic algorithm for generalized fractional programming (Q1029285) (← links)
• Global optimization for a class of fractional programming problems (Q1037364) (← links)
• Solving a mixed-integer multiobjective bond portfolio model involving logical conditions (Q1265910) (← links)
• How to find a bond portfolio with the highest convexity in a class of fixed duration portfolios (Q1578326) (← links)
• A reduced space branch and bound algorithm for a class of sum of ratios problems (Q1647365) (← links)
• A linearized relaxing algorithm for the specific nonlinear optimization problem (Q1669202) (← links)
• Global optimization for a class of nonlinear sum of ratios problem (Q1717663) (← links)
• Global minimization for generalized polynomial fractional program (Q1718667) (← links)
• An effective algorithm for globally solving sum of linear ratios problems (Q1794234) (← links)
• An improved estimation to make Markowitz's portfolio optimization theory users friendly and estimation accurate with application on the US stock market investment (Q1926915) (← links)
• A practical but rigorous approach to sum-of-ratios optimization in geometric applications (Q1938908) (← links)
• Using conical partition to globally maximizing the nonlinear sum of ratios (Q1957316) (← links)
• Solving a class of multiplicative programs with 0-1 knapsack constraints (Q1969464) (← links)
• A deterministic method for solving the sum of linear ratios problem (Q2004237) (← links)
• Outer space branch and bound algorithm for solving linear multiplicative programming problems (Q2022174) (← links)
• An outcome-space-based branch-and-bound algorithm for a class of sum-of-fractions problems (Q2116605) (← links)
• Global algorithm for solving linear multiplicative programming problems (Q2174910) (← links)
• An efficient algorithm for globally minimizing sum of quadratic ratios problem with nonconvex quadratic constraints (Q2383678) (← links)
• On solving the sum-of-ratios problem (Q2422872) (← links)
• A practicable contraction approach for the sum of the generalized polynomial ratios problem (Q2424762) (← links)
• Solving sum of ratios fractional programs via concave minimization (Q2465451) (← links)
• Global optimization for sum of generalized fractional functions (Q2479363) (← links)
• Role of index bonds in an optimal dynamic asset allocation model with real subsistence consumption (Q2490244) (← links)
• Global optimization for sum of linear ratios problem with coefficients (Q2493767) (← links)
• Global optimization algorithm for a generalized linear multiplicative programming (Q2511121) (← links)
• Global optimization method for maximizing the sum of difference of convex functions ratios over nonconvex region (Q2511139) (← links)
• Effective algorithm and computational complexity for solving sum of linear ratios problem (Q2691389) (← links)
• The terminal real wealth optimization problem with index bonds: equivalence of real and nominal portfolio choices for the constant relative risk aversion utility (Q3166330) (← links)
• (Q3384769) (← links)
• (Q3553898) (← links)
• BOND PORTFOLIO OPTIMIZATION BY BILINEAR FRACTIONAL PROGRAMMING (Q3830776) (← links)
• (Q4266762) (← links)
• Global optimization algorithm for solving linear multiplicative programming problems (Q5085229) (← links)