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scientific article; zbMATH DE number 2123496 - MaRDI portal

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Publication:4831062

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zbMath1097.91042MaRDI QIDQ4831062

Ekaterina M. Gratcheva, James E. Falk

Publication date: 17 December 2004

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

zbMATH Keywords

cutting plane algorithm strategic asset allocation portfolio risk

Mathematics Subject Classification ID

Convex programming (90C25) Applications of functional analysis in optimization, convex analysis, mathematical programming, economics (46N10) Several topologies on one set (change of topology, comparison of topologies, lattices of topologies) (54A10) Applications of operator theory in optimization, convex analysis, mathematical programming, economics (47N10)

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