On formation of security portfolio with uniform distribution by logarithmic criterion and priority risk component
type: Item
instance of: scholarly article
title: On formation of security portfolio with uniform distribution by logarithmic criterion and priority risk component
zbMATH Open document ID: 1297.91132
DOI: 10.1134/S0005117914030060
author: A. N. Ignatov
author: A. I. Kibzun
published in: Automation and Remote Control
publication date: 2014-10-16T00:00:00Z
Mathematics Subject Classification ID: 91G10
zbMATH DE Number: 6356746
MaRDI profile type: Publication
cites work: Q3550889
cites work: An interior-point algorithm for nonconvex nonlinear programming
cites work: Interior-point methods for nonconvex nonlinear programming: Filter methods and merit functions
cites work: Q3994694
full work available at URL: s0005117914030060
OpenAlex ID: W1969181750
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description: scientific article; zbMATH DE number 6356746