A parametric analysis of a nonlinear asset allocation management model
type: Item
instance of: scholarly article
title: A parametric analysis of a nonlinear asset allocation management model
zbMATH Open document ID: 0759.90019
DOI: 10.1016/0167-6377(92)90003-L
author: Frieda Granot
author: Antoine Gautier
published in: Operations Research Letters
publication date: 1992-12-17T00:00:00Z
Mathematics Subject Classification ID: 91B32
Mathematics Subject Classification ID: 90C31
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 90B10
zbMATH DE Number: 77895
zbMATH Keywords: sensitivity analysis
zbMATH Keywords: finance
zbMATH Keywords: portfolio management
zbMATH Keywords: asset allocation
zbMATH Keywords: nonlinear parametric network flow problem
zbMATH Keywords: one additional linear constraint
MaRDI profile type: Publication
full work available at URL: 0167-6377(92)90003-l
OpenAlex ID: W2016359461
description: scientific article; zbMATH DE number 77895