Portfolio optimization model with and without options under additional constraints

DOI10.1155/2020/8862435zbMath1459.91175OpenAlexW3109286839MaRDI QIDQ2217040

Yanyan Li

Publication date: 18 December 2020

Published in: Mathematical Problems in Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1155/2020/8862435

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Linear programming (90C05) Portfolio theory (91G10)

Uses Software

• CVX

Cites Work

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