|
|||||
|
|
Duality for portfolio optimization with short sales |
|
| Authors: | Gert Wanka Lars Göhler |
| Institution: | (1) Faculty of Mathematics, Chemnitz University of Technology, 09107 Chemnitz, Germany (e-mail: Gert.Wanka@Mathematik.TU-Chemnitz.de), DE;(2) Faculty of Mathematics, Chemnitz University of Technology, 09107 Chemnitz, Germany (e-mail: Lars.Goehler@Mathematik.TU-Chemnitz.de), DE |
| Abstract: | |
| Keywords: | : portfolio optimization efficiency multiobjective duality optimality conditions |
| 本文献已被 SpringerLink 等数据库收录！ | |