An optimization model for a portfolio of financial derived instruments with pledge limitations

zbMath1082.91519MaRDI QIDQ2568177

A. S. Dolmatov, D. Yu. Golembiovskii

Publication date: 10 October 2005

Published in: Journal of Computer and Systems Sciences International (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of mathematical programming (90C90)

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