Utilizing risk minimization for portfolio management
type: Item
instance of: scholarly article
title: Utilizing risk minimization for portfolio management
zbMATH Open document ID: 0756.90012
DOI: 10.1016/0895-7177(92)90006-7
author: A. Menéndez
author: Bruce R. Feiring
published in: Mathematical and Computer Modelling
publication date: 1993-01-16T00:00:00Z
Mathematics Subject Classification ID: 91B28
Mathematics Subject Classification ID: 90C90
zbMATH DE Number: 90974
zbMATH Keywords: portfolio risk minimization
zbMATH Keywords: Lagrange multipliers
MaRDI profile type: Publication
full work available at URL: 0895-7177(92)90006-7
OpenAlex ID: W1968496121
cites work: Q4001511
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description: scientific article; zbMATH DE number 90974