On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios (Q5246809)
From MaRDI portal
scientific article; zbMATH DE number 6428796
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios |
scientific article; zbMATH DE number 6428796 |
Statements
On multiobjective combinatorial optimization and dynamic interim hedging of efficient portfolios (English)
0 references
22 April 2015
0 references
dynamic portfolio hedging
0 references
mixed-integer nonlinear goal programming
0 references
separable programming
0 references
minimum variance hedge ratio
0 references
0 references
