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zbMath1254.91716MaRDI QIDQ3145642

Limin Liu, Qingxian Xiao

Publication date: 21 December 2012

Full work available at URL: http://www.m-hikari.com/ijcms/ijcms-2012/33-36-2012/index.html

Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.

zbMATH Keywords

efficient frontier mean-variance criterion contingent claim optimal hedging strategy

Mathematics Subject Classification ID

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

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