Portfolio selection: A linear approach with dual expected utility (English)
- New search for: Cenci, M.
- New search for: Filippini, F.
- New search for: Cenci, M.
- New search for: Filippini, F.
In:
Applied Mathematics and Computation (New York)
;
179
, 2
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523-534
;
2005
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ISSN:
- Article (Journal) / Electronic Resource
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Title:Portfolio selection: A linear approach with dual expected utility
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Contributors:Cenci, M. ( author ) / Filippini, F. ( author )
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Published in:Applied Mathematics and Computation (New York) ; 179, 2 ; 523-534
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Publisher:
- New search for: Elsevier Inc.
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Publication date:2005-01-01
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Size:12 pages
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ISSN:
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DOI:
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Type of media:Article (Journal)
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Type of material:Electronic Resource
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Language:English
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Keywords:
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Source:
Table of contents – Volume 179, Issue 2
The tables of contents are generated automatically and are based on the data records of the individual contributions available in the index of the TIB portal. The display of the Tables of Contents may therefore be incomplete.
- 407
-
New nonlinear conjugate gradient formulas for large-scale unconstrained optimization problemsWei, Zengxin / Li, Guoyin / Qi, Liqun et al. | 2005
- 431
-
Entropy based transportation problem use geometric programming methodSamanta, Bablu / Majumder, Sanat Kumar et al. | 2006
- 440
-
Regret minimization, willingness-to-accept-losses and framingNwogugu, Michael et al. | 2005
- 451
-
A further critique of cumulative prospect theory and related approachesNwogugu, Michael et al. | 2005
- 466
-
A analytic and numerical solution to a modified Kawahara equation and a convergence analysis of the methodPolat, Necat / Kaya, Dogˇan / Tutalar, H. Ilhan et al. | 2005
- 473
-
Multigrid algorithms for solving multigroup neutron transport equationsMei, Liquan et al. | 2006
- 484
-
A method to improve integer linear programming problem with branch-and-bound procedureChan, Din-Yuen / Ku, Cheng-Yuan / Li, Ming-Chai et al. | 2006
- 494
-
An outcome-space finite algorithm for solving linear multiplicative programmingGao, Yuelin / Xu, Chengxian / Yang, Yongjian et al. | 2005
- 506
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Fuzzy goal programming: Complementary slackness conditions and computational schemesHashemi, S. Mehdi / Ghatee, Mehdi / Hashemi, Behnam et al. | 2005
- 523
-
Portfolio selection: A linear approach with dual expected utilityCenci, M. / Filippini, F. et al. | 2005
- 535
-
Pricing multi-asset American-style options by memory reduction Monte Carlo methodsChan, Raymond H. / Wong, Chi-Yan / Yeung, Kit-Ming et al. | 2005
- 545
-
A high order iteration formula for the simultaneous inclusion of polynomial zerosZhang, Xin / Peng, Hong / Hu, Guiwu et al. | 2005
- 553
-
Analysis of three-dimensional grids: The cube and the octahedronSilver, G.L. et al. | 2005
- 559
-
The expected discounted penalty at ruin in the risk process with random incomeBao, Zhen-hua et al. | 2006
- 567
-
Comparing numerical methods for inverse coefficient problem in parabolic equationFatullayev, Afet Golayoglu / Can, Emine / Gasilov, Nizami et al. | 2005
- 572
-
Gauss quadrature rules for partial support and logarithmic singular integrals with compactly supported waveletsXiao, Jin-you / Wen, Li-hua / Zhang, Duo et al. | 2005
- 581
-
Prospects of quantum-classical optimization for digital designGastaldo, Paolo / Ridella, Sandro / Zunino, Rodolfo et al. | 2005
- 596
-
Semi-implicit operator splitting Padé method for higher-order nonlinear Schrödinger equationsXu, Zhenli / He, Jingsong / Han, Houde et al. | 2005
- 606
-
Multipoint iterative method with cubic convergenceGupta, K.C. / Kanwar, Vinay et al. | 2005
- 612
-
Parameter dependent Lyapunov functions for robust stability of time-varying linear systems under point delaysde la Sen, M. et al. | 2005
- 622
-
Explicit finite difference methods for the EW and RLW equationsRamos, J.I. et al. | 2005
- 639
-
Convergence of A-φ⊕A scheme for 3D eddy current model based on ungauged electromagnetic potentialsMa, Changfeng et al. | 2006
- 654
-
Solving linear optimization problems with max-star composition equation constraintsKhorram, Esmaile / Ghodousian, Amin / Molai, Ali Abbasi et al. | 2005
- 662
-
Approximate multiparametric sensitivity analysis of the constraint matrix in linear-plus-linear fractional programming problemGupta, Pankaj / Singh, Sanjeet et al. | 2005
- 672
-
Flow of a second grade fluid through a cylindrical permeable tubeÖzer, Saadet / Şuhubi, Erdoğan S. et al. | 2005
- 688
-
Solvability of p-Laplace equations subject to three-point boundary value problemsZhang, Jian Jun / Liu, Wen Bin / Chen, Tai Yong / Zhang, Hui Xing et al. | 2005
- 696
-
A combined homotopy interior point method for the linear complementarity problemYu, Qian / Huang, Chongchao / Wang, Xianjia et al. | 2005
- 702
-
Improving paper spread in examination timetables using integer programmingMirHassani, S.A. et al. | 2005
- 707
-
Application of Gauss quadrature rule in finding bounds for solution of linear systems of equationsBabolian, E. / Dehghan, Mehdi / Eslahchi, M.R. et al. | 2006
- 714
-
Dynamic rate-based borrowing scheme for QoS provisioning in high speed multimedia wireless cellular networksAl-Sharaeh, Saleh H. et al. | 2005
- 725
-
A new iterative method for solving linear systemsUjević, Nenad et al. | 2006
- 731
-
Uniform difference method for singularly perturbed Volterra integro-differential equationsAmiraliyev, G.M. / Şevgin, Sebaheddin et al. | 2006
- 742
-
DIRECT algorithm: A new definition of potentially optimal hyperrectanglesChiter, Lakhdar et al. | 2005
- 750
-
Meshless Galerkin method using radial basis functions based on domain decompositionDuan, Yong et al. | 2005
- 763
-
The model and algorithm for the optimization of the granularity distributionHou, Zai-En / Zhang, Ke-Cun / Wang, Yan-Jun et al. | 2006
- 772
-
Hybrid numerical methods for exponential models of growthLiu, X.-M. et al. | 2005
- 779
-
Method of bilaterally bounded to solution blasius equation using particle swarm optimizationLee, Zong-Yi et al. | 2005
- 787
-
Stability and bifurcation for discrete-time Cohen–Grossberg neural networkZhao, Hongyong / Wang, Lei et al. | 2006
- 799
-
A note on the PageRank algorithmSun, Huan / Wei, Yimin et al. | 2005
- I
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Author Index to Volume| 2006