Utilizing risk minimization for portfolio management

DOI10.1016/0895-7177(92)90006-7zbMath0756.90012OpenAlexW1968496121MaRDI QIDQ1197075

Augusto Menendez, Bruce R. Feiring

Publication date: 16 January 1993

Published in: Mathematical and Computer Modelling (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0895-7177(92)90006-7

zbMATH Keywords

Lagrange multipliersportfolio risk minimization

Mathematics Subject Classification ID

Cites Work

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