scientific article; zbMATH DE number 1217671
From MaRDI portal
Publication:4215027
zbMath0910.90012MaRDI QIDQ4215027
No author found.
Publication date: 19 April 1999
Title: zbMATH Open Web Interface contents unavailable due to conflicting licenses.
sequential quadratic programmingportfolio optimizationskewnesssemi-variancemean variance modelconvex piecewise quadratic optimization
Convex programming (90C25) Applications of mathematical programming (90C90) Quadratic programming (90C20) Portfolio theory (91G10)
Related Items (3)
An augmented Lagrangian filter method ⋮ Multistage quadratic stochastic programming ⋮ Newton-type methods for stochastic programming.
This page was built for publication: