Penalty algorithm based on conjugate gradient method for solving portfolio management problem

DOI10.1155/2009/970723zbMath1177.90309OpenAlexW2026356416WikidataQ59248282 ScholiaQ59248282MaRDI QIDQ1035576

Zhong Wan, Yalin Wang, Shao-Jun Zhang

Publication date: 3 November 2009

Published in: Journal of Inequalities and Applications (Search for Journal in Brave)

Full work available at URL: https://eudml.org/doc/117851

Mathematics Subject Classification ID

Multi-objective and goal programming (90C29) Quadratic programming (90C20) Methods of reduced gradient type (90C52) Portfolio theory (91G10)

Related Items (1)

Hybrid method for a class of stochastic bi-criteria optimization problems

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