Introduction to convex optimization in financial markets
type: Item
instance of: scholarly article
title: Introduction to convex optimization in financial markets
zbMATH Open document ID: 1254.91766
author: Michael Martin Teemu Pennanen
published in: Mathematical Programming. Series A. Series B
publication date: 2012-11-02T00:00:00Z
full work available at URL: http://edoc.hu-berlin.de/18452/9079
Mathematics Subject Classification ID: 91G80
Mathematics Subject Classification ID: 90C25
Mathematics Subject Classification ID: 91G40
Mathematics Subject Classification ID: 91G20
zbMATH DE Number: 6101839
zbMATH Keywords: financial risk management
zbMATH Keywords: securities markets
MaRDI profile type: Publication
OpenAlex ID: W1967558542
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DOI: 10.1007/S10107-012-0573-4
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