Optimization for financial engineering: a special issue

DOI10.1007/s11081-017-9358-1zbMath1370.90007OpenAlexW2612771862MaRDI QIDQ2402573

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Publication date: 8 September 2017

Published in: Optimization and Engineering (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11081-017-9358-1

Mathematics Subject Classification ID

Applications of mathematical programming (90C90) Proceedings, conferences, collections, etc. pertaining to game theory, economics, and finance (91-06) Financial applications of other theories (91G80) Proceedings, conferences, collections, etc. pertaining to operations research and mathematical programming (90-06) Portfolio theory (91G10)

Cites Work

• Coherent Measures of Risk
• Sensitivity Analysis for Mean-Variance Portfolio Problems
• Robust Optimization of Large-Scale Systems
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