BOND PORTFOLIO OPTIMIZATION BY BILINEAR FRACTIONAL PROGRAMMING
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Publication:3830776
DOI10.15807/jorsj.32.143zbMath0675.90011OpenAlexW2163603148MaRDI QIDQ3830776
Michimori Inori, Hiroshi Konno
Publication date: 1989
Published in: Journal of the Operations Research Society of Japan (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.15807/jorsj.32.143
Numerical mathematical programming methods (65K05) Applications of mathematical programming (90C90) Nonlinear programming (90C30) Quadratic programming (90C20) Fractional programming (90C32) Portfolio theory (91G10)
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