A parametric analysis of a nonlinear asset allocation management model

DOI10.1016/0167-6377(92)90003-LzbMath0759.90019OpenAlexW2016359461MaRDI QIDQ1196213

Frieda Granot, Gautier, Antoine

Publication date: 17 December 1992

Published in: Operations Research Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-6377(92)90003-l

zbMATH Keywords

sensitivity analysisfinanceportfolio managementasset allocationnonlinear parametric network flow problemone additional linear constraint

Mathematics Subject Classification ID

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