A parametric analysis of a nonlinear asset allocation management model (Q1196213)
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scientific article; zbMATH DE number 77895
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A parametric analysis of a nonlinear asset allocation management model |
scientific article; zbMATH DE number 77895 |
Statements
A parametric analysis of a nonlinear asset allocation management model (English)
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17 December 1992
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sensitivity analysis
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finance
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portfolio management
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asset allocation
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nonlinear parametric network flow problem
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one additional linear constraint
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