Efficient and optimal portfolios by homogeneous programming

DOI10.1007/BF02026602zbMath0285.90004OpenAlexW1630817452MaRDI QIDQ4772910

Paul Van Moeseke, Balder von Hohenbalken

Publication date: 1974

Published in: Zeitschrift für Operations Research (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/bf02026602

Mathematics Subject Classification ID

Applications of statistics to economics (62P20) Decision theory (91B06) Applications of mathematical programming (90C90)

Related Items (4)

Applied Bi-objective programs ⋮ On the application of deterministic and stochastic programming methods to problems of economics;Mathematische Programmierung und ihre Anwendung auf die Wirtschaft ⋮ Dynamic optimal portfolio with maximum absolute deviation model ⋮ A finite algorithm to maximize certain pseudoconcave functions on polytopes

Cites Work

• A GENERAL DUALITY THEOREM OF CONVEX PROGRAMMING *

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