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Numerical methods for portfolio selection with bounded constraints.

Gang George YinHanqing JinZhuo Jin
Published in: J. Comput. Appl. Math. (2009)
Keyphrases
  • portfolio selection
  • numerical methods
  • differential equations
  • partial differential equations
  • financial markets
  • robust optimization
  • optimal solution
  • search space
  • natural images
  • level set method